The following pages link to Nobuo Shinozaki (Q447629):
Displaying 38 items.
- Improved estimators for the common means of two normal distributions with ordered variances (Q447630) (← links)
- Estimation of two ordered normal means under modified Pitman nearness criterion (Q498050) (← links)
- Improved confidence sets for the mean of a multivariate normal distribution (Q582761) (← links)
- Further results on the reverse-order law (Q599138) (← links)
- Simultaneous estimation of location parameters under quadratic loss (Q795442) (← links)
- Estimation of error variance in ANOVA model and order restricted scale parameters (Q870491) (← links)
- The reverse order law \((AB)^-\) = \(B^-A^-\) (Q1212059) (← links)
- Numerical algorithms for the Moore-Penrose inverse of a matrix: iterative methods (Q1220782) (← links)
- Numerical algorithms for the Moore-Penrose inverse of a matrix: direct methods (Q1221473) (← links)
- Estimation of two order restricted normal means with unknown and possibly unequal variances (Q1772678) (← links)
- A comparison of restricted and unrestricted estimators in estimating linear functions of ordered scale parameters of two gamma distributions (Q1870359) (← links)
- Some modifications of improved estimators of a normal variance (Q1901676) (← links)
- On uniqueness of two principal points for univariate location mixtures (Q1962118) (← links)
- Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss (Q2103278) (← links)
- Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss (Q2195514) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- On a class of improved estimators of variance and estimation under order restriction (Q2495828) (← links)
- Two principal points for location mixtures (Q3298010) (← links)
- Estimation of Ordered Means of Two Poisson Distributions (Q3424223) (← links)
- Optimal Binning Strategies Under Squared Error Loss in Selective Assembly with a Tolerance Constraint (Q3562433) (← links)
- (Q3854464) (← links)
- (Q3893138) (← links)
- Estimation of a Multivariate Normal Mean with a Class of Quadratic Loss Function (Q3894787) (← links)
- (Q4139465) (← links)
- Precision of individual estimators in simultaneous estimation of parameters (Q4170075) (← links)
- A note on estimating the common mean of k normal distributions and the stein problem (Q4176856) (← links)
- (Q4196544) (← links)
- (Q4261317) (← links)
- Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances (Q4275816) (← links)
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays (Q4449145) (← links)
- TWO PRINCIPAL POINTS FOR MULTIVARIATE LOCATION MIXTURES OF SPHERICALLY SYMMETRIC DISTRIBUTIONS (Q4506009) (← links)
- Selective Assembly for Maximizing Profit in the Presence and Absence of Measurement Error (Q4593669) (← links)
- Estimation of two ordered normal means when a covariance matrix is known (Q4600800) (← links)
- (Q4720526) (← links)
- New types of shrinkage estimators of Poisson means under the normalized squared error loss (Q5078401) (← links)
- Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal (Q5283853) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)
- Optimal Binning Strategies under Squared Error Loss in Selective Assembly with Measurement Error (Q5438339) (← links)
