The following pages link to Yoshikazu Takada (Q225851):
Displaying 50 items.
- Minimax confidence bound of the normal mean under an asymmetric loss function (Q816599) (← links)
- Selecting the best normal population better than a standard under unequal variances (Q974515) (← links)
- (Q1134467) (redirect page) (← links)
- A family of minimax estimators in some multiple regression problems (Q1134468) (← links)
- Stein's positive part estimator and Bayes estimator (Q1146463) (← links)
- Invariant prediction rules and an adequate statistic (Q1154758) (← links)
- Relation of the best invariant predictor and the best unbiased predictor in location and scale families (Q1157646) (← links)
- A comment on best invariant predictors (Q1169767) (← links)
- Median unbiasedness in an invariant prediction problem (Q1181118) (← links)
- A sequential procedure with asymptotically negative regret for estimating a normal mean (Q1192992) (← links)
- Uniformly most accurate equivariant prediction limit (Q1209849) (← links)
- The nonexistence of procedures with bounded performance characteristics in certain parametric inference problems (Q1265222) (← links)
- Fixed-width sequential confidence interval for the mean of a gamma distribution (Q1346655) (← links)
- Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance (Q1383916) (← links)
- Application of an adequate statistic to the invariant prediction region (Q1838242) (← links)
- Admissibility of prediction intervals (Q1895440) (← links)
- Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level (Q2499550) (← links)
- BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION (Q2747093) (← links)
- Robustness of a Two-Stage Estimation Procedure when Variances are Unequal (Q2858126) (← links)
- Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers (Q3125761) (← links)
- (Q3142197) (← links)
- Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means (Q3155682) (← links)
- Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors (Q3155695) (← links)
- Robustness of a Two-Stage Selection Procedure When Variances Are Unequal (Q3194551) (← links)
- (Q3314719) (← links)
- (Q3352323) (← links)
- (Q3364679) (← links)
- Improvement on the Best Equivariant Predictors under the Ordered Parameters (Q3408721) (← links)
- Sequential point estimaqtion rule with bounded risk for the mean of a multivariate normal distribution (Q3484214) (← links)
- (Q3499481) (← links)
- (Q3516665) (← links)
- Asymptotically Optimal Allocation for Multiple Comparisons with a Control when Variances are Unknown and Unequal (Q3560811) (← links)
- A Three-Stage Selection Procedure With an Exact Consistency (Q3585260) (← links)
- Selecting the Best Component of a Multivariate Normal Population (Q3645037) (← links)
- (Q3658897) (← links)
- Non—existence of fixed sample size procedures for scale families (Q3713305) (← links)
- Prediction limit for observation from the exponential distribution (Q3713462) (← links)
- (Q3716016) (← links)
- (Q3716017) (← links)
- (Q3716019) (← links)
- (Q3777281) (← links)
- (Q3790505) (← links)
- Asymptotically bounded regret sequential estimation of the mean (Q3809081) (← links)
- (Q3819839) (← links)
- Invariant Sequential Estimation of the Exponential Mean Life from the Ordered Observations (Q3911900) (← links)
- Upper tolerance limit for the largest observation from censored samples (Q3938353) (← links)
- Lower bounds on the bayes risk eor statistical prediction problems (Q4240721) (← links)
- (Q4248580) (← links)
- Effects of correlated disturbances of some regression problems (Q4269937) (← links)
- (Q4294332) (← links)
