| Publication | Date of Publication | Type |
|---|
Expansion estimators improving the bias and risk of James-Stein's shrinkage estimator
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Estimation of a covariance matrix in multivariate skew-normal distribution
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Shrinkage estimation for mean and covariance matrices
SpringerBriefs in Statistics | 2020-05-20 | Paper |
Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error
Japanese Journal of Statistics and Data Science | 2019-10-18 | Paper |
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Proper Bayes and Minimax Predictive Densities for a Matrix-variate Normal Distribution
| 2017-03-30 | Paper |
Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup
Journal of the Japan Statistical Society | 2016-06-24 | Paper |
Estimation of a high-dimensional covariance matrix with the Stein loss
Journal of Multivariate Analysis | 2016-05-04 | Paper |
Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
Journal of Multivariate Analysis | 2016-02-29 | Paper |
Unified improvements in estimation of a normal covariance matrix in high and low dimensions
Journal of Multivariate Analysis | 2015-12-23 | 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 |
Estimation of the mean vector in a singular multivariate normal distribution
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Minimaxity in estimation of restricted and non-restricted scale parameter matrices
Annals of the Institute of Statistical Mathematics | 2015-07-01 | Paper |
A unified approach to estimating a normal mean matrix in high and low dimensions
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Bayesian estimation of a bounded precision matrix
Journal of Multivariate Analysis | 2014-04-07 | Paper |
Minimax covariance estimation using commutator subgroup of lower triangular matrices
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Simultaneous estimation of restricted means via the Gauss divergence theorem
Sankhyā. Series A | 2013-07-18 | Paper |
Simultaneous estimation of restricted location parameters based on permutation and sign-change
Statistical Papers | 2013-01-03 | Paper |
Modifying estimators of ordered positive parameters under the Stein loss
Journal of Multivariate Analysis | 2010-11-25 | Paper |
Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
Journal of Statistical Planning and Inference | 2010-06-03 | Paper |
Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
Journal of Multivariate Analysis | 2010-05-05 | Paper |
Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
Statistics & Probability Letters | 2010-02-05 | Paper |
Shrinkage estimation in elliptically contoured distribution with restricted parameter space
Statistics & Decisions | 2010-01-06 | Paper |
Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
Journal of Multivariate Analysis | 2009-11-13 | Paper |
Minimaxity of the Stein risk-minimization estimator for a normal mean matrix
Statistics & Decisions | 2009-07-29 | Paper |
Minimax estimation of normal precisions via expansion estimators
Journal of Statistical Planning and Inference | 2008-12-08 | Paper |
Admissibility and minimaxity of Bayes estimators for a normal mean matrix
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
Journal of Multivariate Analysis | 2008-04-23 | Paper |
Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
Journal of Statistical Planning and Inference | 2007-10-26 | Paper |
Methods for improvement in estimation of a normal mean matrix
Journal of Multivariate Analysis | 2007-10-24 | 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 |
Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-10-11 | Paper |
On estimation in multivariate linear calibration with elliptical errors
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
A NOTE ON ESTIMATION UNDER THE QUADRATIC LOSS IN MULTIVARIATE CALIBRATION
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2003-01-07 | Paper |
