Tatsuya Kubokawa

30 papers Journal 30
YearRankTypeTitle / Venue / Authors
2024 J jnl
Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions.
Commun. Stat. Simul. Comput.
Hiromasa Tamae, Kaoru Irie, Tatsuya Kubokawa
2023 J jnl
Weighted shrinkage estimators of normal mean matrices and dominance properties.
J. Multivar. Anal.
Ryota Yuasa, Tatsuya Kubokawa
2021 J jnl
Shrinkage estimation with singular priors and an application to small area estimation.
J. Multivar. Anal.
Ryumei Nakada, Tatsuya Kubokawa, Malay Ghosh, Sayar Karmakar
2020 J jnl
Bayesian shrinkage estimation of negative multinomial parameter vectors.
J. Multivar. Anal.
Yasuyuki Hamura, Tatsuya Kubokawa
2020 J jnl
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution.
J. Multivar. Anal.
Ryota Yuasa, Tatsuya Kubokawa
2019 J jnl
Bayesian simultaneous estimation for means in k-sample problems.
J. Multivar. Anal.
Ryo Imai, Tatsuya Kubokawa, Malay Ghosh
2017 J jnl
Bayesian estimators in uncertain nested error regression models.
J. Multivar. Anal.
Shonosuke Sugasawa, Tatsuya Kubokawa
2017 J jnl
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix.
J. Multivar. Anal.
Hisayuki Tsukuma, Tatsuya Kubokawa
2017 J jnl
Transforming response values in small area prediction.
Comput. Stat. Data Anal.
Shonosuke Sugasawa, Tatsuya Kubokawa
2016 J jnl
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions.
Comput. Stat. Data Anal.
Yuki Ikeda, Tatsuya Kubokawa, Muni S. Srivastava
2016 J jnl
Linear shrinkage estimation of large covariance matrices using factor models.
J. Multivar. Anal.
Yuki Ikeda, Tatsuya Kubokawa
2016 J jnl
On conditional prediction errors in mixed models with application to small area estimation.
J. Multivar. Anal.
Shonosuke Sugasawa, Tatsuya Kubokawa
2016 J jnl
Unified improvements in estimation of a normal covariance matrix in high and low dimensions.
J. Multivar. Anal.
Hisayuki Tsukuma, Tatsuya Kubokawa
2015 J jnl
A unified approach to estimating a normal mean matrix in high and low dimensions.
J. Multivar. Anal.
Hisayuki Tsukuma, Tatsuya Kubokawa
2015 J jnl
Estimation of the mean vector in a singular multivariate normal distribution.
J. Multivar. Anal.
Hisayuki Tsukuma, Tatsuya Kubokawa
2015 J jnl
On predictive density estimation for location families under integrated squared error loss.
J. Multivar. Anal.
Tatsuya Kubokawa, Éric Marchand, William E. Strawderman
2015 J jnl
Parametric transformed Fay-Herriot model for small area estimation.
J. Multivar. Anal.
Shonosuke Sugasawa, Tatsuya Kubokawa
2014 J jnl
A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data.
J. Multivar. Anal.
Masashi Hyodo, Tatsuya Kubokawa
2014 J jnl
Modified conditional AIC in linear mixed models.
J. Multivar. Anal.
Yuki Kawakubo, Tatsuya Kubokawa
2014 J jnl
Tests for covariance matrices in high dimension with less sample size.
J. Multivar. Anal.
Muni S. Srivastava, Hirokazu Yanagihara, Tatsuya Kubokawa
2013 J jnl
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension.
J. Multivar. Anal.
Tatsuya Kubokawa, Masashi Hyodo, Muni S. Srivastava
2013 J jnl
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices.
J. Multivar. Anal.
Masahiro Kojima, Tatsuya Kubokawa
2013 J jnl
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models.
J. Multivar. Anal.
Tatsuya Kubokawa
2013 J jnl
Minimaxity in predictive density estimation with parametric constraints.
J. Multivar. Anal.
Tatsuya Kubokawa, Éric Marchand, William E. Strawderman, Jean-Philippe Turcotte
2013 J jnl
Tests for multivariate analysis of variance in high dimension under non-normality.
J. Multivar. Anal.
Muni S. Srivastava, Tatsuya Kubokawa
2012 J jnl
Parametric bootstrap methods for bias correction in linear mixed models.
J. Multivar. Anal.
Tatsuya Kubokawa, Bui Nagashima
2011 J jnl
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators.
J. Multivar. Anal.
Tatsuya Kubokawa, William E. Strawderman
2011 J jnl
Conditional and unconditional methods for selecting variables in linear mixed models.
J. Multivar. Anal.
Tatsuya Kubokawa
2011 J jnl
Modifying estimators of ordered positive parameters under the Stein loss.
J. Multivar. Anal.
Hisayuki Tsukuma, Tatsuya Kubokawa
2010 J jnl
Conditional information criteria for selecting variables in linear mixed models.
J. Multivar. Anal.
Muni S. Srivastava, Tatsuya Kubokawa