Yo Sheena

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Convergence of estimative density: criterion for model complexity and sample size	2023-06-19	Paper
Criterion for the resemblance between the mother and the model distribution	2022-12-06	Paper
Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence	2021-10-01	Paper
MLE convergence speed to information projection of exponential family: Criterion for model dimension and sample size -- complete proof version--	2021-05-19	Paper
Estimation of a continuous distribution on the real line by discretization methods	2019-07-04	Paper
Efficiency of maximum likelihood estimation for a multinomial distribution with known probability sums	2019-06-12	Paper
ASYMPTOTIC EXPANSION OF RISK FOR A REGRESSION MODEL WITH RESPECT TO -DIVERGENCE WITH AN APPLICATION TO THE SAMPLE SIZE PROBLEM	2018-01-24	Paper
Asymptotic expansion of the risk of maximum likelihood estimator with respect to $\alpha$-divergence as a measure of the difficulty of specifying a parametric model -- with detailed proof	2015-10-28	Paper
Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view	2014-06-10	Paper
Modified estimators of the contribution rates of population eigenvalues	2013-03-12	Paper
An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed	2012-10-19	Paper
Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions	2011-03-25	Paper
Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues	2010-08-13	Paper
Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues	2008-04-23	Paper
New estimators of discriminant coefficients as the gradient of log-odds	2006-01-13	Paper
Order-preserving Estimators and an Inequality on the Integration of Zonal Polynomial	2005-09-05	Paper
Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix	2005-08-05	Paper
New estimator for functions of the canonical correlation coefficients	2005-05-12	Paper
Estimation of a multivariate normal covariance matrix under a certain structure	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4653579	2005-03-07	Paper
Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion	2005-02-09	Paper
Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution	2004-09-27	Paper
Estimation of the multivariate normal covariance matrix under some restrictions	2004-06-22	Paper
On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta	2004-03-08	Paper
ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX	2003-01-07	Paper
UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX	1996-01-01	Paper
Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss	1992-06-28	Paper

Research outcomes over time

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