Hisayuki Tsukuma

Available identifiers

zbMath Open tsukuma.hisayukiMaRDI QIDQ249631

List of research outcomes

Publication	Date of Publication	Type
Expansion estimators improving the bias and risk of James-Stein's shrinkage estimator	2024-07-25	Paper
Estimation of a covariance matrix in multivariate skew-normal distribution	2022-05-18	Paper
Shrinkage estimation for mean and covariance matrices	2020-05-20	Paper
Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error	2019-10-18	Paper
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix	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	2016-06-24	Paper
Estimation of a high-dimensional covariance matrix with the Stein loss	2016-05-04	Paper
Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition	2016-02-29	Paper
Unified improvements in estimation of a normal covariance matrix in high and low dimensions	2015-12-23	Paper
SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS	2015-12-18	Paper
Estimation of the mean vector in a singular multivariate normal distribution	2015-09-10	Paper
Minimaxity in estimation of restricted and non-restricted scale parameter matrices	2015-07-01	Paper
A unified approach to estimating a normal mean matrix in high and low dimensions	2015-06-18	Paper
Bayesian estimation of a bounded precision matrix	2014-04-07	Paper
Minimax covariance estimation using commutator subgroup of lower triangular matrices	2014-01-13	Paper
Simultaneous estimation of restricted means via the Gauss divergence theorem	2013-07-18	Paper
Simultaneous estimation of restricted location parameters based on permutation and sign-change	2013-01-03	Paper
Modifying estimators of ordered positive parameters under the Stein loss	2010-11-25	Paper
Proper Bayes minimax estimators of the normal mean matrix with common unknown variances	2010-06-03	Paper
Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution	2010-05-05	Paper
Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution	2010-02-05	Paper
Shrinkage estimation in elliptically contoured distribution with restricted parameter space	2010-01-06	Paper
Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix	2009-11-13	Paper
Minimaxity of the Stein risk-minimization estimator for a normal mean matrix	2009-07-29	Paper
Minimax estimation of normal precisions via expansion estimators	2008-12-08	Paper
Admissibility and minimaxity of Bayes estimators for a normal mean matrix	2008-11-27	Paper
Stein's phenomenon in estimation of means restricted to a polyhedral convex cone	2008-04-23	Paper
Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection	2007-10-26	Paper
Methods for improvement in estimation of a normal mean matrix	2007-10-24	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
Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution	2005-10-11	Paper
On estimation in multivariate linear calibration with elliptical errors	2004-10-05	Paper
A NOTE ON ESTIMATION UNDER THE QUADRATIC LOSS IN MULTIVARIATE CALIBRATION	2003-01-07	Paper

Research outcomes over time

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