Takemi Yanagimoto

From MaRDI portal
Person:457284

Available identifiers

zbMath Open yanagimoto.takemiMaRDI QIDQ457284

List of research outcomes





PublicationDate of PublicationType
A pair of novel priors for improving and extending the conditional MLE2024-05-21Paper
Bayesian estimator of multiple Poisson means assuming two different priors2023-07-18Paper
https://portal.mardi4nfdi.de/entity/Q50114362021-08-27Paper
Powerful Test of Two Proportions by Assuming a Registered Prior Density2016-08-25Paper
Permissible boundary prior function as a virtually proper prior density2014-09-26Paper
https://portal.mardi4nfdi.de/entity/Q49792642014-06-20Paper
Twofold Structure of Duality in Bayesian Model Averaging2014-04-30Paper
IMPROVING BAYESIAN ESTIMATION OF THE END POINT OF A DISTRIBUTION2013-04-26Paper
Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution2011-03-08Paper
Estimation of a common slope in a gamma regression model with multiple strata: an empirical Bayes method2010-04-01Paper
Bayesian prediction of a density function in terms of \(e\)-mixture2009-07-22Paper
Conjugate Location-Dispersion Families2008-12-01Paper
Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss2008-09-29Paper
Simultaneous estimation of a mean vector based on mean conjugate priors2006-02-13Paper
Extensions of the conjugate prior through the Kullback--Leibler separators2005-08-05Paper
Standardized posterior mode for the flexible use of a conjugate prior2005-04-21Paper
Pairwise conditional score functions: A generalization of the Mantel-Haenszel estimator2005-02-23Paper
Electrostatic Views of Stein-type Estimation of Location Vectors2003-11-04Paper
ESTIMATION OF A MEAN VECTOR BASED ON THE OPTIMUM ESTIMATOR UNDER THE KNOWN NORM COMPONENT2003-01-07Paper
Constructing estimators of a mean vector through orthogonal reparametrization and differential equations2002-07-28Paper
A pair of estimating equations for a mean vector2001-04-09Paper
https://portal.mardi4nfdi.de/entity/Q42182171999-04-12Paper
The use of univariate Bayes regression models for spatial smoothing1998-07-23Paper
https://portal.mardi4nfdi.de/entity/Q48919881997-11-11Paper
A modified likelihood ratio test for the mean direction in the von mises distribution1997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q48919721996-09-15Paper
The Kullback-Leibler risk of the Stein estimator and the conditional MLE1995-01-19Paper
A criterion of sensitivity of an estimating function1994-01-13Paper
https://portal.mardi4nfdi.de/entity/Q52859511993-06-29Paper
Estimating a model through the conditional MLE1993-04-01Paper
Constructing elementary procedures for inference of the gamma distribution1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40273501993-02-21Paper
Combining moment estimates of a parameter common through strata1990-01-01Paper
The inverse binomial distribution as a statistical model1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57534281988-01-01Paper
The conditional MLE in the two-parameter geometric distribution and its competitors1988-01-01Paper
The Use of Marginal Likelihood for a Diagnostic Test for the Goodness of Fit of the Simple Linear Regression Model1987-01-01Paper
A notion of an obstructive residual likelihood1987-01-01Paper
Simple linear approximations to the likelihood equation for combining evidence in multiple 2\(\times 2\) tables: A critique of conventional procedures1985-01-01Paper
The maximum full and partial likelihood estimators in the proportional hazard model1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33470741983-01-01Paper
Evaluation of the regression parameter estimators in the proportional hazard model1983-01-01Paper
Comparison of tails of distributions in models for estimating safe doses1980-01-01Paper
Dose-response problems in drug-induced diseases after consecutive intake of long duration1980-01-01Paper
Comparisons of models for estimation of safe doses using measures of the heaviness of tail of a distribution1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39112531980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39142831980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41728061978-01-01Paper
Isotonic tests for spread and tail1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41811011976-01-01Paper
Test of symmetry of a one-dimensional distribution against positive biasedness1972-01-01Paper
Families of positively dependent random variables1972-01-01Paper
Stochastically larger component of a random vector1972-01-01Paper
On measures of association and a related problem1970-01-01Paper
Partial orderings of permutations and monotonicity of a rank correlation statistic1969-01-01Paper

Research outcomes over time

This page was built for person: Takemi Yanagimoto