List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
DEBUG first row: length=10 | [1]=https://portal.mardi4nfdi.de/wiki/Public | [2]=Expansion estimators improving the bias | [3]=https://portal.mardi4nfdi.de/entity/Q657 | [4]=2024-07-25 | [5]=Q6578500 | [6]=https://portal.mardi4nfdi.de/entity/Q597 | [7]=Paper | [8]=7886840 | [9]=Japanese Journal of Statistics and Data | [10]=
| 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 row10= | journal=Japanese Journal of Statistics and Data Science | arxivId= | 2024-07-25 | Paper |
| Estimation of a covariance matrix in multivariate skew-normal distribution Communications in Statistics: Theory and Methods row10= | journal=Communications in Statistics: Theory and Methods | arxivId= | 2022-05-18 | Paper |
| Shrinkage estimation for mean and covariance matrices SpringerBriefs in Statistics row10= | journal=SpringerBriefs in Statistics | arxivId= | 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 row10= | journal=Japanese Journal of Statistics and Data Science | arxivId= | 2019-10-18 | Paper |
| Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2017-08-03 | Paper |
| Proper Bayes and Minimax Predictive Densities for a Matrix-variate Normal Distribution row10=1703.10393 | journal= | arxivId=1703.10393 | 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 row10= | journal=Journal of the Japan Statistical Society | arxivId= | 2016-06-24 | Paper |
| Estimation of a high-dimensional covariance matrix with the Stein loss Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2016-05-04 | Paper |
| Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2016-02-29 | Paper |
| Unified improvements in estimation of a normal covariance matrix in high and low dimensions Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 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 row10= | journal=Journal of the Japanese Society of Computational Statistics | arxivId= | 2015-12-18 | Paper |
| Estimation of the mean vector in a singular multivariate normal distribution Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2015-09-10 | Paper |
| Minimaxity in estimation of restricted and non-restricted scale parameter matrices Annals of the Institute of Statistical Mathematics row10= | journal=Annals of the Institute of Statistical Mathematics | arxivId= | 2015-07-01 | Paper |
| A unified approach to estimating a normal mean matrix in high and low dimensions Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2015-06-18 | Paper |
| Bayesian estimation of a bounded precision matrix Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2014-04-07 | Paper |
| Minimax covariance estimation using commutator subgroup of lower triangular matrices Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2014-01-13 | Paper |
| Simultaneous estimation of restricted means via the Gauss divergence theorem Sankhyā. Series A row10= | journal=Sankhyā. Series A | arxivId= | 2013-07-18 | Paper |
| Simultaneous estimation of restricted location parameters based on permutation and sign-change Statistical Papers row10= | journal=Statistical Papers | arxivId= | 2013-01-03 | Paper |
| Modifying estimators of ordered positive parameters under the Stein loss Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2010-11-25 | Paper |
| Proper Bayes minimax estimators of the normal mean matrix with common unknown variances Journal of Statistical Planning and Inference row10= | journal=Journal of Statistical Planning and Inference | arxivId= | 2010-06-03 | Paper |
| Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2010-05-05 | Paper |
| Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution Statistics & Probability Letters row10= | journal=Statistics & Probability Letters | arxivId= | 2010-02-05 | Paper |
| Shrinkage estimation in elliptically contoured distribution with restricted parameter space Statistics & Decisions row10= | journal=Statistics & Decisions | arxivId= | 2010-01-06 | Paper |
| Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2009-11-13 | Paper |
| Minimaxity of the Stein risk-minimization estimator for a normal mean matrix Statistics & Decisions row10= | journal=Statistics & Decisions | arxivId= | 2009-07-29 | Paper |
| Minimax estimation of normal precisions via expansion estimators Journal of Statistical Planning and Inference row10= | journal=Journal of Statistical Planning and Inference | arxivId= | 2008-12-08 | Paper |
| Admissibility and minimaxity of Bayes estimators for a normal mean matrix Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2008-11-27 | Paper |
| Stein's phenomenon in estimation of means restricted to a polyhedral convex cone Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 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 row10= | journal=Journal of Statistical Planning and Inference | arxivId= | 2007-10-26 | Paper |
| Methods for improvement in estimation of a normal mean matrix Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 2007-10-24 | Paper |
| On improved estimation of normal precision matrix and discriminant coefficients Journal of Multivariate Analysis row10= | journal=Journal of Multivariate Analysis | arxivId= | 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 row10= | journal=Journal of Statistical Planning and Inference | arxivId= | 2006-05-29 | Paper |
| Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution JOURNAL OF THE JAPAN STATISTICAL SOCIETY row10= | journal=JOURNAL OF THE JAPAN STATISTICAL SOCIETY | arxivId= | 2005-10-11 | Paper |
| On estimation in multivariate linear calibration with elliptical errors Annals of the Institute of Statistical Mathematics row10= | journal=Annals of the Institute of Statistical Mathematics | arxivId= | 2004-10-05 | Paper |
| A NOTE ON ESTIMATION UNDER THE QUADRATIC LOSS IN MULTIVARIATE CALIBRATION JOURNAL OF THE JAPAN STATISTICAL SOCIETY row10= | journal=JOURNAL OF THE JAPAN STATISTICAL SOCIETY | arxivId= | 2003-01-07 | Paper |
Research outcomes over time
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