Yoshihiko Konno

Available identifiers

zbMath Open konno.yoshihikoMaRDI QIDQ217205

List of research outcomes

Publication	Date of Publication	Type
An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix	2024-07-25	Paper
Confidence interval for normal means in meta-analysis based on a pretest estimator	2024-07-25	Paper
A class of general pretest estimators for the univariate normal mean	2023-06-27	Paper
Estimation of a common mean vector in bivariate meta-analysis under the FGM copula	2019-05-15	Paper
Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation	2017-12-13	Paper
Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation	2015-12-19	Paper
SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS	2015-12-18	Paper
Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation	2015-10-16	Paper
Erratum to: ``Multivariate normal distribution approaches for dependently truncated data	2014-10-24	Paper
Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation	2014-07-08	Paper
Shrinkage estimation of a mean matrix of a multivariate complex normal distribution	2013-02-08	Paper
A goodness-of-fit test for parametric models based on dependently truncated data	2012-12-07	Paper
Multivariate normal distribution approaches for dependently truncated data	2012-07-10	Paper
Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss	2010-08-19	Paper
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss	2009-11-13	Paper
Improving on the sample covariance matrix for a complex elliptically contoured distribution	2007-10-26	Paper
Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss	2007-02-13	Paper
On improved estimation of normal precision matrix and discriminant coefficients	2006-08-14	Paper
Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses	2006-05-29	Paper
Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence	2001-12-06	Paper
Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss	2000-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q4356409	1999-12-14	Paper
Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model	1999-07-07	Paper
Double shrinkage estimators in the GMANOVA model	1996-08-05	Paper
Estimation of a normal covariance matrix with incomplete data under Stein's loss	1995-07-03	Paper
A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3971891	1992-06-25	Paper
On estimation of a matrix of normal means with unknown covariance matrix	1991-01-01	Paper
Estimating the covariance matrix and the generalized variance under a symmetric loss	1990-01-01	Paper
Entropy loss and risk of improved estimators for the generalized variance and precision	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3822999	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3785786	1987-01-01	Paper

Research outcomes over time

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