| Publication | Date of Publication | Type |
|---|
Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Shrinkage estimation with logarithmic penalties
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions
Communications in Statistics. Simulation and Computation | 2024-06-19 | Paper |
Robustness of a truncated estimator for the smaller of two ordered means
Statistical Papers | 2024-03-25 | Paper |
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
Benchmarked linear shrinkage prediction in the Fay–Herriot small area model
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
Sankhyā. Series A | 2023-08-21 | Paper |
Linear shrinkage estimation of high-dimensional means
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
Mixed-effects models and small area estimation
SpringerBriefs in Statistics | 2023-05-20 | Paper |
Weighted shrinkage estimators of normal mean matrices and dominance properties
Journal of Multivariate Analysis | 2022-12-23 | Paper |
Covariance based moment equations for improved variance component estimation
Statistics | 2022-12-20 | Paper |
On the Loss Robustness of Least-Square Estimators
The American Statistician | 2022-09-28 | Paper |
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
Journal of Statistical Planning and Inference | 2022-09-28 | Paper |
Empirical best linear unbiased predictors in multivariate nested-error regression models
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Linear shrinkage estimation of the variance of a distribution with unknown mean
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Shrinkage estimation of location parameters in a multivariate skew-normal distribution
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Estimation of a covariance matrix in multivariate skew-normal distribution
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Bayesian predictive distribution for a Poisson model with a parametric restriction
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location
Metrika | 2022-04-11 | Paper |
General unbiased estimating equations for variance components in linear mixed models
Japanese Journal of Statistics and Data Science | 2022-01-20 | Paper |
Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance
Journal of Statistical Planning and Inference | 2021-12-14 | Paper |
| scientific article; zbMATH DE number 7387534 (Why is no real title available?) | 2021-08-27 | Paper |
Generalized Bayes Estimators with Closed forms for the Normal Mean and Covariance Matrices
(available as arXiv preprint) | 2021-08-12 | Paper |
Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes
Brazilian Journal of Probability and Statistics | 2021-06-11 | Paper |
Small area estimation with mixed models: a review
Japanese Journal of Statistics and Data Science | 2021-05-07 | Paper |
A score-adjusted approach to closed-form estimators for the gamma and beta distributions
Japanese Journal of Statistics and Data Science | 2021-05-07 | Paper |
Shrinkage estimation with singular priors and an application to small area estimation
Journal of Multivariate Analysis | 2021-04-29 | Paper |
Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
Density prediction and the Stein phenomenon
Sankhyā. Series A | 2020-10-26 | Paper |
Bayesian shrinkage estimation of negative multinomial parameter vectors
Journal of Multivariate Analysis | 2020-08-28 | Paper |
Robust estimation of mean squared error matrix of small area estimators in a multivariate Fay-Herriot model
Japanese Journal of Statistics and Data Science | 2020-08-26 | Paper |
Adaptively transformed mixed-model prediction of general finite-population parameters
Scandinavian Journal of Statistics | 2020-07-17 | Paper |
Shrinkage estimation for mean and covariance matrices
SpringerBriefs in Statistics | 2020-05-20 | Paper |
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
Journal of Multivariate Analysis | 2020-05-19 | Paper |
Conditional Akaike information under covariate shift with application to small area estimation
The Canadian Journal of Statistics | 2020-04-24 | Paper |
Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes
Japanese Journal of Statistics and Data Science | 2020-03-04 | Paper |
Empirical Bayes methods in nested error regression models with skew-normal errors
Japanese Journal of Statistics and Data Science | 2020-03-04 | Paper |
Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss
Biometrika | 2019-11-28 | Paper |
Hierarchical Bayes small-area estimation with an unknown link function
Scandinavian Journal of Statistics | 2019-11-07 | Paper |
Bayes minimax competitors of preliminary test estimators in \(k\) sample problems
Japanese Journal of Statistics and Data Science | 2019-10-18 | Paper |
Hierarchical empirical Bayes estimation of two sample means under divergence loss
Sankhyā. Series A | 2019-08-07 | Paper |
Bayesian predictive distribution for a negative binomial model
Mathematical Methods of Statistics | 2019-07-11 | Paper |
Bayesian simultaneous estimation for means in \(k\)-sample problems
Journal of Multivariate Analysis | 2019-01-04 | Paper |
Small area estimation via unmatched sampling and linking models
Test | 2018-11-07 | Paper |
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Transforming response values in small area prediction
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
A variant of AIC based on the Bayesian marginal likelihood
Sankhyā. Series B | 2018-07-19 | Paper |
Empirical Best Linear Unbiased Predictors in Multivariate Nested-Error Regression Models
(available as arXiv preprint) | 2018-04-26 | Paper |
A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models
Mathematical Methods of Statistics | 2017-11-17 | Paper |
On predictive density estimation for location families under integrated absolute error loss
Bernoulli | 2017-09-21 | Paper |
Empirical Uncertain Bayes Methods in Area‐level Models
Scandinavian Journal of Statistics | 2017-09-12 | Paper |
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Heteroscedastic nested error regression models with variance functions
STATISTICA SINICA | 2017-07-13 | Paper |
Proper Bayes and Minimax Predictive Densities for a Matrix-variate Normal Distribution
(available as arXiv preprint) | 2017-03-30 | Paper |
Bayesian estimators for small area models shrinking both means and variances
Scandinavian Journal of Statistics | 2017-03-03 | Paper |
Bayesian estimators in uncertain nested error regression models
Journal of Multivariate Analysis | 2016-12-15 | Paper |
Linear shrinkage estimation of large covariance matrices using factor models
Journal of Multivariate Analysis | 2016-10-14 | Paper |
On conditional prediction errors in mixed models with application to small area estimation
Journal of Multivariate Analysis | 2016-05-04 | Paper |
Prediction in heteroscedastic nested error regression models with random dispersions
Statistica Sinica | 2016-03-30 | Paper |
Prediction in heteroscedastic nested error regression models with random dispersions
Statistica Sinica | 2016-01-01 | Paper |
Unified improvements in estimation of a normal covariance matrix in high and low dimensions
Journal of Multivariate Analysis | 2015-12-23 | Paper |
Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation
Biometrika | 2015-12-11 | Paper |
On predictive density estimation for location families under integrated squared error loss
Journal of Multivariate Analysis | 2015-11-13 | Paper |
Estimation of the mean vector in a singular multivariate normal distribution
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Minimax estimation of linear combinations of restricted location parameters
Institute of Mathematical Statistics Collections | 2015-07-30 | 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 |
Parametric transformed Fay-Herriot model for small area estimation
Journal of Multivariate Analysis | 2015-06-18 | Paper |
On improved shrinkage estimators for concave loss
Statistics & Probability Letters | 2015-04-01 | Paper |
Corrected empirical Bayes confidence intervals in nested error regression models
Journal of the Korean Statistical Society | 2014-08-05 | Paper |
Tests for covariance matrices in high dimension with less sample size
Journal of Multivariate Analysis | 2014-07-24 | Paper |
Modified conditional AIC in linear mixed models
Journal of Multivariate Analysis | 2014-06-18 | Paper |
On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate
Scandinavian Journal of Statistics | 2014-05-26 | Paper |
Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension
Electronic Journal of Statistics | 2014-03-21 | Paper |
Dominance properties of constrained Bayes and empirical Bayes estimators
Bernoulli | 2014-02-04 | Paper |
General dominance properties of double shrinkage estimators for ratio of positive parameters
Journal of Statistical Planning and Inference | 2014-01-20 | Paper |
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
Journal of Multivariate Analysis | 2014-01-13 | Paper |
A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Minimaxity in predictive density estimation with parametric constraints
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Estimation in restricted parameter spaces
Journal of the Japan Statistical Society | 2013-11-26 | Paper |
Tests for multivariate analysis of variance in high dimension under non-normality
Journal of Multivariate Analysis | 2013-03-12 | Paper |
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension
Journal of Multivariate Analysis | 2013-03-12 | Paper |
On measuring uncertainty of small area estimators with higher order accuracy
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2013-02-14 | Paper |
Estimation of mean squared error of model-based small area estimators
Test | 2012-11-15 | Paper |
Akaike information criterion for selecting variables in the nested error regression model
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Selection of variables in multivariate regression models for large dimensions
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Integral inequality for minimaxity in the Stein problem
Journal of the Japan Statistical Society | 2012-10-04 | Paper |
Parametric bootstrap methods for bias correction in linear mixed models
Journal of Multivariate Analysis | 2012-03-22 | Paper |
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators
Journal of Multivariate Analysis | 2011-08-16 | Paper |
Non-minimaxity of linear combinations of restricted location estimators and related problems
Journal of Statistical Planning and Inference | 2011-03-22 | Paper |
Conditional and unconditional methods for selecting variables in linear mixed models
Journal of Multivariate Analysis | 2011-03-14 | Paper |
Modifying estimators of ordered positive parameters under the Stein loss
Journal of Multivariate Analysis | 2010-11-25 | Paper |
Conditional information criteria for selecting variables in linear mixed models
Journal of Multivariate Analysis | 2010-09-01 | Paper |
On testing linear hypothesis in a nested error regression model
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
| Estimation of a mean of a normal distribution with a bounded coefficient of variation | 2010-08-13 | 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 |
Characterization of Priors in the Stein Problem
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2008-12-01 | Paper |
Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
Journal of Multivariate Analysis | 2008-11-06 | Paper |
Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
Journal of Multivariate Analysis | 2008-04-23 | Paper |
Comparison of Discrimination Methods for High Dimensional Data
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2008-02-11 | 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 |
Empirical Bayes regression analysis with many regressors but fewer observations
Journal of Statistical Planning and Inference | 2007-10-04 | Paper |
Estimation of Wishart mean matrices under simple tree ordering
Journal of Multivariate Analysis | 2007-07-11 | Paper |
On minimaxity and admissibility of hierarchical Bayes estimators
Journal of Multivariate Analysis | 2007-06-26 | Paper |
Estimation of covariance matrices in fixed and mixed effects linear models
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Prediction in Multivariate Mixed Linear Models
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-05-23 | Paper |
Minimax multivariate empirical Bayes estimators under multicollinearity
Journal of Multivariate Analysis | 2005-05-12 | Paper |
Minimaxity in Estimation of Restricted Parameters
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-04-19 | Paper |
Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Estimating the covariance matrix: A new approach
Journal of Multivariate Analysis | 2003-08-13 | Paper |
Estimating risk and the mean squared error matrix in Stein estimation
Journal of Multivariate Analysis | 2002-09-17 | Paper |
Estimation of variance and covariance components in elliptically contoured distributions
Journal of the Japan Statistical Society | 2002-04-25 | Paper |
Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
Journal of Multivariate Analysis | 2001-06-05 | Paper |
Improved nonnegative estimation of multivariate components of variance
The Annals of Statistics | 2001-06-05 | Paper |
Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
The Annals of Statistics | 2000-06-07 | 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 1398043 (Why is no real title available?) | 2000-02-03 | Paper |
| scientific article; zbMATH DE number 1069361 (Why is no real title available?) | 1999-12-14 | Paper |
Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity
Journal of Multivariate Analysis | 1999-03-10 | Paper |
Shrinkage and modification techniques in estimation of variance and the related problems: A review
Communications in Statistics: Theory and Methods | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1047760 (Why is no real title available?) | 1997-10-19 | Paper |
| scientific article; zbMATH DE number 804210 (Why is no real title available?) | 1995-11-28 | Paper |
Estimation of variance components in mixed linear models
Journal of Multivariate Analysis | 1995-07-03 | Paper |
Double shrinkage estimation of ratio of scale parameters
Annals of the Institute of Statistical Mathematics | 1995-01-19 | Paper |
Two-stage point estimation with a shrinkage stopping rule
Metrika | 1994-10-30 | Paper |
A unified approach to improving equivariant estimators
The Annals of Statistics | 1994-06-29 | Paper |
Equivariant estimation under the pitman closeness criterion
Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
Improving on MLE of coefficient matrix in a growth curve model
Journal of Statistical Planning and Inference | 1992-09-27 | Paper |
An approach to improving the James-Stein estimator
Journal of Multivariate Analysis | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4203450 (Why is no real title available?) | 1991-01-01 | Paper |
Minimax estimation of common coefficients of several regression models under quadratic loss
Journal of Statistical Planning and Inference | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4178420 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4169861 (Why is no real title available?) | 1990-01-01 | Paper |
Estimating the covariance matrix and the generalized variance under a symmetric loss
Annals of the Institute of Statistical Mathematics | 1990-01-01 | Paper |
Estimating powers of the generalized variance under the pitman closeness criterion
The Canadian Journal of Statistics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4162031 (Why is no real title available?) | 1990-01-01 | Paper |
Sequential point estimation with bounded risk in a multivariate regression model
Tsukuba Journal of Mathematics | 1990-01-01 | Paper |
Two-stage procedures for parameters in a growth curve model
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
Improving on two-stage estimators for scale families
Metrika | 1989-01-01 | Paper |
The Stein paradox in the sense of the Pitman measure of closeness
The Annals of Statistics | 1989-01-01 | Paper |
Closer estimators of a common mean in the sense of Pitman
Annals of the Institute of Statistical Mathematics | 1989-01-01 | Paper |
Improved estimation of a covariance matrix under quadratic loss
Statistics & Probability Letters | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4068055 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4062408 (Why is no real title available?) | 1988-01-01 | Paper |
Estimating common parameters of growth curve models
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
Monotonicity of risk for a shrinkage estimator of a multivariate normal mean
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
Inadmissibility of the uncombined two-stage estimator when additional samples are available
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4009548 (Why is no real title available?) | 1987-01-01 | Paper |
Admissible minimax estimation of a common mean of two normal populations
The Annals of Statistics | 1987-01-01 | Paper |
Estimation of a common mean of two normal distributions
Tsukuba Journal of Mathematics | 1987-01-01 | Paper |
