| Publication | Date of Publication | Type |
|---|
An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Confidence interval for normal means in meta-analysis based on a pretest estimator
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
A class of general pretest estimators for the univariate normal mean
Communications in Statistics: Theory and Methods | 2023-06-27 | Paper |
Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
Statistics | 2019-05-15 | Paper |
Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation
Statistical Papers | 2017-12-13 | Paper |
Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation
Statistical Papers | 2015-12-19 | Paper |
SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS
Journal of the Japanese Society of Computational Statistics | 2015-12-18 | Paper |
Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation
Lifetime Data Analysis | 2015-10-16 | Paper |
Erratum to: ``Multivariate normal distribution approaches for dependently truncated data
Statistical Papers | 2014-10-24 | Paper |
Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation
Lifetime Data Analysis | 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
Computational Statistics and Data Analysis | 2012-12-07 | Paper |
Multivariate normal distribution approaches for dependently truncated data
Statistical Papers | 2012-07-10 | Paper |
Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
Journal of Multivariate Analysis | 2009-11-13 | Paper |
Improving on the sample covariance matrix for a complex elliptically contoured distribution
Journal of Statistical Planning and Inference | 2007-10-26 | Paper |
Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
Journal of Multivariate Analysis | 2007-02-13 | Paper |
On improved estimation of normal precision matrix and discriminant coefficients
Journal of Multivariate Analysis | 2006-08-14 | Paper |
Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
Journal of Statistical Planning and Inference | 2006-05-29 | Paper |
Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
Journal of Multivariate Analysis | 2001-12-06 | Paper |
Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
Journal of Statistical Planning and Inference | 2000-04-27 | Paper |
scientific article; zbMATH DE number 1069361 (Why is no real title available?)
| 1999-12-14 | Paper |
Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model
Communications in Statistics: Theory and Methods | 1999-07-07 | Paper |
Double shrinkage estimators in the GMANOVA model
Journal of Multivariate Analysis | 1996-08-05 | Paper |
Estimation of a normal covariance matrix with incomplete data under Stein's loss
Journal of Multivariate Analysis | 1995-07-03 | Paper |
A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
Annals of the Institute of Statistical Mathematics | 1993-04-01 | Paper |
scientific article; zbMATH DE number 9813 (Why is no real title available?)
| 1992-06-25 | Paper |
On estimation of a matrix of normal means with unknown covariance matrix
Journal of Multivariate Analysis | 1991-01-01 | Paper |
Estimating the covariance matrix and the generalized variance under a symmetric loss
Annals of the Institute of Statistical Mathematics | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4096587 (Why is no real title available?)
| 1988-01-01 | Paper |
Entropy loss and risk of improved estimators for the generalized variance and precision
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4048875 (Why is no real title available?)
| 1987-01-01 | Paper |
