Yoshikazu Takada

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Person:225851

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zbMath Open takada.yoshikazuMaRDI QIDQ225851

List of research outcomes

PublicationDate of PublicationType
Robustness of a Two-Stage Selection Procedure When Variances Are Unequal2015-10-20Paper
Robustness of a Two-Stage Estimation Procedure when Variances are Unequal2013-11-19Paper
Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata2011-12-28Paper
A Three-Stage Selection Procedure With an Exact Consistency2010-08-19Paper
Selecting the best normal population better than a standard under unequal variances2010-06-03Paper
Asymptotically Optimal Allocation for Multiple Comparisons with a Control when Variances are Unknown and Unequal2010-05-14Paper
Selecting the Best Component of a Multivariate Normal Population2009-11-16Paper
https://portal.mardi4nfdi.de/entity/Q35166652008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q34994812008-05-29Paper
Improvement on the Best Equivariant Predictors under the Ordered Parameters2006-11-15Paper
Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures2006-09-04Paper
Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level2006-08-14Paper
Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function2006-07-13Paper
https://portal.mardi4nfdi.de/entity/Q54722482006-06-15Paper
Minimax confidence bound of the normal mean under an asymmetric loss function2006-03-09Paper
Expansions of the coverage probabilities of prediction region based on a shrinkage estimator2005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q46528212005-02-28Paper
Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means2005-01-18Paper
Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors2005-01-18Paper
A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown2002-05-20Paper
Sequential point estimation of normal mean under LINEX loss function.2002-01-29Paper
BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION2001-12-16Paper
SECOND-ORDER PROPERTIES OF A TWO-STAGE PROCEDURE FOR COMPARING SEVERAL TREATMENTS WITH A CONTROL2001-07-05Paper
https://portal.mardi4nfdi.de/entity/Q44860962000-06-21Paper
https://portal.mardi4nfdi.de/entity/Q42485802000-05-18Paper
Effects of correlated disturbances of some regression problems1999-11-10Paper
The nonexistence of procedures with bounded performance characteristics in certain parametric inference problems1999-09-21Paper
Lower bounds on the bayes risk eor statistical prediction problems1999-06-29Paper
Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance1998-09-20Paper
FIXED-SIZE CONFIDENCE REGION BY MULTIVARIATE TWO-STAGE PROCEDURE WHEN THE COVARIANCE MATRIX HAS A STRUCTURE1998-08-16Paper
Two_stage procedures for estimating a linear function of multinormal mean vectors1998-04-05Paper
Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers1997-09-01Paper
Fixed-width confidence intervals for a function of normal parameters1997-08-28Paper
Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model1997-02-09Paper
https://portal.mardi4nfdi.de/entity/Q48957451996-10-15Paper
https://portal.mardi4nfdi.de/entity/Q48451291996-01-02Paper
Admissibility of prediction intervals1995-10-09Paper
Conditional properties of prediction intervals1995-08-17Paper
Fixed-width sequential confidence interval for the mean of a gamma distribution1995-04-09Paper
https://portal.mardi4nfdi.de/entity/Q42943321994-06-28Paper
https://portal.mardi4nfdi.de/entity/Q33646791994-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31421971993-12-12Paper
Uniformly most accurate equivariant prediction limit1993-05-16Paper
A sequential procedure with asymptotically negative regret for estimating a normal mean1992-09-27Paper
Median unbiasedness in an invariant prediction problem1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q33523231991-01-01Paper
Sequential point estimaqtion rule with bounded risk for the mean of a multivariate normal distribution1990-01-01Paper
Asymptotically bounded regret sequential estimation of the mean1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38198391988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37905051987-01-01Paper
Non—existence of fixed sample size procedures for scale families1986-01-01Paper
Prediction limit for observation from the exponential distribution1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37160161985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37160171984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37160191984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37772811984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33147191983-01-01Paper
A comment on best invariant predictors1982-01-01Paper
Application of an adequate statistic to the invariant prediction region1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36588971982-01-01Paper
Invariant prediction rules and an adequate statistic1981-01-01Paper
Relation of the best invariant predictor and the best unbiased predictor in location and scale families1981-01-01Paper
Invariant Sequential Estimation of the Exponential Mean Life from the Ordered Observations1981-01-01Paper
Upper tolerance limit for the largest observation from censored samples1981-01-01Paper
A family of minimax estimators in some multiple regression problems1979-01-01Paper
Stein's positive part estimator and Bayes estimator1979-01-01Paper

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