Similar Search Results

Minimaxity in estimation of restricted and non-restricted scale parameter matrices

Tsukuma, Hisayuki; Kubokawa, Tatsuya - In: Annals of the Institute of Statistical Mathematics 67 (2015) 2, pp. 261-285

In estimation of the normal covariance matrix, finding a least favorable sequence of prior distributions has been an open question for a long time. This paper addresses the classical problem and accomplishes the specification of such a sequence, which establishes minimaxity of the best...

Persistent link: https://www.econbiz.de/10011241465

On estimation in multivariate linear calibration with elliptical errors

Tsukuma, Hisayuki - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 447-466

Persistent link: https://www.econbiz.de/10005616489

Estimating the covariance matrix and the generalized variance under a symmetric loss

Kubokawa, Tatsuya; Konno, Yoshihiko - In: Annals of the Institute of Statistical Mathematics 42 (1990) 2, pp. 331-343

Persistent link: https://www.econbiz.de/10005169166

Double shrinkage estimation of ratio of scale parameters

Kubokawa, Tatsuya - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 95-116

Persistent link: https://www.econbiz.de/10005169316

Inadmissibility of the uncombined two-stage estimator when additional samples are available

Kubokawa, Tatsuya - In: Annals of the Institute of Statistical Mathematics 40 (1988) 3, pp. 555-563

Persistent link: https://www.econbiz.de/10005184651

Closer estimators of a common mean in the sense of Pitman

Kubokawa, Tatsuya - In: Annals of the Institute of Statistical Mathematics 41 (1989) 3, pp. 477-484

Persistent link: https://www.econbiz.de/10005395673

Estimating common parameters of growth curve models

Sugiura, Nariaki; Kubokawa, Tatsuya - In: Annals of the Institute of Statistical Mathematics 40 (1988) 1, pp. 119-135

Persistent link: https://www.econbiz.de/10005760351