The following pages link to Tatsuya Kubokawa (Q276963):
Displayed 50 items.
- Prediction in heteroscedastic nested error regression models with random dispersions (Q155253) (← links)
- (Q170919) (redirect page) (← links)
- On conditional prediction errors in mixed models with application to small area estimation (Q276964) (← links)
- (Q321912) (redirect page) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)
- Minimaxity in predictive density estimation with parametric constraints (Q391561) (← links)
- Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices (Q391878) (← links)
- Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models (Q391901) (← links)
- A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data (Q391949) (← links)
- (Q495382) (redirect page) (← links)
- Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
- Modifying estimators of ordered positive parameters under the Stein loss (Q608336) (← links)
- Non-minimaxity of linear combinations of restricted location estimators and related problems (Q630948) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators (Q634559) (← links)
- Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
- A variant of AIC based on the Bayesian marginal likelihood (Q721607) (← links)
- Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111) (← links)
- Parametric bootstrap methods for bias correction in linear mixed models (Q765823) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model (Q826957) (← links)
- A score-adjusted approach to closed-form estimators for the gamma and beta distributions (Q830259) (← links)
- Small area estimation with mixed models: a review (Q830271) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- On predictive density estimation for location families under integrated squared error loss (Q893168) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- Closer estimators of a common mean in the sense of Pitman (Q915297) (← links)
- Sequential point estimation with bounded risk in a multivariate regression model (Q923567) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- Minimax estimation of normal precisions via expansion estimators (Q958785) (← links)
- Conditional information criteria for selecting variables in linear mixed models (Q990882) (← links)
- Estimation of a common mean of two normal distributions (Q1099527) (← links)
- Admissible minimax estimation of a common mean of two normal populations (Q1111273) (← links)
- Inadmissibility of the uncombined two-stage estimator when additional samples are available (Q1117618) (← links)
- Improved estimation of a covariance matrix under quadratic loss (Q1117642) (← links)
- Improving on two-stage estimators for scale families (Q1118283) (← links)
- Two-stage procedures for parameters in a growth curve model (Q1121623) (← links)
- Estimating common parameters of growth curve models (Q1124250) (← links)
- Improving on MLE of coefficient matrix in a growth curve model (Q1194013) (← links)
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- A unified approach to improving equivariant estimators (Q1327842) (← links)
- Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
- Two-stage point estimation with a shrinkage stopping rule (Q1337186) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- Small area estimation via unmatched sampling and linking models (Q1616702) (← links)
- Transforming response values in small area prediction (Q1658351) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models (Q1678540) (← links)