T. Kubokawa

发表

A Unified Approach to Improving Equivariant Estimators

T. Kubokawa, 1994 .

Shrinkage and modification techniques in estimation of variance and the related problems : A review

Tatsuya Kubokawa, T. Kubokawa, 1998 .

Small area estimation via unmatched sampling and linking models

J. Rao, Shonosuke Sugasawa, T. Kubokawa, 2018 .

Estimation of the Mean Matrix

Hisayuki Tsukuma, T. Kubokawa, 2020 .

Ridge-type Linear Shrinkage Estimation of the Matrix Mean of High-dimensional Normal Distribution

T. Kubokawa, Ryota Yuasa, 2019, 1910.11984.

Adaptively transformed mixed‐model prediction of general finite‐population parameters

Shonosuke Sugasawa, T. Kubokawa, S. Sugasawa, 2017, Scandinavian Journal of Statistics.

Decision-Theoretic Approach to Estimation

Hisayuki Tsukuma, T. Kubokawa, 2020 .

Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model

T. Kubokawa, Tsubasa Ito, 2018, Journal of Statistical Planning and Inference.

Density Prediction and the Stein Phenomenon

M. Ghosh, G. Datta, T. Kubokawa, 2019, Sankhya A.

Dominance properties of constrained Bayes and empirical Bayes estimators

W. Strawderman, T. Kubokawa, 2013, 1312.4366.

Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation

T. Kubokawa, 2012 .

Admissibility and Minimaxity of Benchmarked Shrinkage Estimators

W. Strawderman, T. Kubokawa, 2011 .

A Review of Linear Mixed Models and Small Area Estimation

T. Kubokawa, 2009 .

Empirical Bayes Regression Analysis with Many Regressors but Fewer Observations

M. Srivastava, T. Kubokawa, 2007 .

Akaike Information Criterion for Selecting Components of the Mean Vector in High Dimensional Data with Fewer Observations

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2008 .

Improved nonnegative estimation of multivariate components of variance

M. Srivastava, T. Kubokawa, 1999 .

Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2008 .

Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension

T. Kubokawa, Akira Inoue, 2014 .

Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes

T. Kubokawa, Y. Hamura, 2020 .

Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes

T. Kubokawa, Y. Hamura, 2019, Japanese Journal of Statistics and Data Science.

Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation

M. Ghosh, T. Kubokawa, Y. Kawakubo, 2015 .

Conditional Akaike information under covariate shift with application to small area estimation

Shonosuke Sugasawa, T. Kubokawa, Y. Kawakubo, 2015 .

On predictive density estimation for location families under integrated absolute error loss

W. Strawderman, É. Marchand, T. Kubokawa, 2017 .

The Stein Phenomenon in Simultaneous Estimation: A Review

T. Kubokawa, 1997 .

Optimal Ridge-type Estimators of Covariance Matrix in High Dimension

M. Srivastava, T. Kubokawa, 2013 .

A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting

T. Kubokawa, Masashi Hyodo, 2012 .

Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models

T. Kubokawa, Haruki Kono, 2022, Scandinavian Journal of Statistics.

Bayesian predictive distribution for a Poisson model with a parametric restriction

T. Kubokawa, Y. Hamura, 2020, Communications in Statistics - Theory and Methods.

Empirical Bayes methods in nested error regression models with skew-normal errors

T. Kubokawa, Tatsuhiko Tsujino, 2019, Japanese Journal of Statistics and Data Science.

Robust estimation of mean squared error matrix of small area estimators in a multivariate Fay–Herriot model

T. Kubokawa, Tsubasa Ito, 2020, Japanese Journal of Statistics and Data Science.

Small Area Predictors with Dual Shrinkage of Means and Variances

T. Kubokawa, Hiromasa Tamae, 2015, 1507.08069.

On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate

Kunihiko Takahashi, T. Kubokawa, Mana Hasukawa, 2014 .

Bayesian Estimators for Small Area Models Shrinking Both Means and Variances

Shonosuke Sugasawa, T. Kubokawa, Hiromasa Tamae, 2015, 1507.05179.

Consistent Estimation in Box-Cox Transformed Linear Mixed Models

Shonosuke Sugasawa, T. Kubokawa, 2015, 1502.03193.

Estimation and Prediction Intervals in Transformed Linear Mixed Models

Hisayuki Tsukuma, T. Kubokawa, 2014 .

Bayesian Predictive Distribution for a Negative Binomial Model

T. Kubokawa, Y. Hamura, 2019, Mathematical Methods of Statistics.

ESTIMATI0N OF A COMMON MEAN OF TWO NORMAL DISTRIBUTI0NS

T. Kubokawa, 2010 .

Bayesian simultaneous estimation for means in k-sample problems

M. Ghosh, T. Kubokawa, Ryo Imai, 2017, Journal of Multivariate Analysis.

General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters

T. Kubokawa, 2014 .

On Measuring the Variability of Small Area Estimators in a Multivariate Fay-Herriot Model

T. Kubokawa, Tsubasa Ito, 2018, 1804.09941.

Covariance based moment equations for improved variance component estimation

Sanjay Chaudhuri, Shonosuke Sugasawa, T. Kubokawa, 2022, Statistics.

Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location

T. Kubokawa, Y. Hamura, 2021, Metrika.

Weighted shrinkage estimators of normal mean matrices and dominance properties

T. Kubokawa, Ryota Yuasa, 2022, Journal of Multivariate Analysis.

Empirical best linear unbiased predictors in multivariate nested-error regression models

T. Kubokawa, Tsubasa Ito, 2018, Communications in Statistics - Theory and Methods.

SEQUENTIAL POINT ESTIMATION WITH BOUNDED RISK IN A MULTIVARIATE REGRESSION MODEL

T. Kubokawa, 1990 .

Small area estimation via unmatched sampling and linking models

J. Rao, Shonosuke Sugasawa, T. Kubokawa, 2017, TEST.

ESTIMATION OF VARIANCE AND COVARIANCE COMPONENTS IN ELLIPTICALLY CONTOURED DISTRIBUTIONS

Tatsuya Kubokawa, T. Kubokawa, 2000 .

Robustness of a truncated estimator for the smaller of two ordered means

T. Kubokawa, Y. Hamura, 2022, Statistical Papers.

Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location

T. Kubokawa, Y. Hamura, 2021, Metrika.

Bayesian shrinkage estimation of negative multinomial parameter vectors

Tatsuya Kubokawa, Yasuyuki Hamura, T. Kubokawa, 2020, J. Multivar. Anal..

Bayesian Predictive Distribution for a Negative Binomial Model

T. Kubokawa, Y. Hamura, 2019, Mathematical Methods of Statistics.

Minimax estimation of normal precisions via expansion estimators

Hisayuki Tsukuma, T. Kubokawa, 2009 .

Integral Inequality for Minimaxity in the Stein Problem

T. Kubokawa, 2009 .

The Stein phenomenon in simultaneous estimation of normal precisions

Hisayuki Tsukuma, T. Kubokawa, 2007 .

On conditional prediction errors in mixed models with application to small area estimation

Shonosuke Sugasawa, Tatsuya Kubokawa, Shonosuke Sugasawa, 2014, J. Multivar. Anal..

Empirical Uncertain Bayes Methods in Area‐level Models

Shonosuke Sugasawa, Kota Ogasawara, T. Kubokawa, 2015, 1510.07361.

On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation

Shonosuke Sugasawa, T. Kubokawa, 2014 .

Unified improvements in estimation of a normal covariance matrix in high and low dimensions

Tatsuya Kubokawa, Hisayuki Tsukuma, Hisayuki Tsukuma, 2016, J. Multivar. Anal..

"Theory of Linear Mixed Models and its Applications to Small Area Estimation"(in Japanese)

T. Kubokawa, 2007 .

Estimation of Wishart mean matrices under simple tree ordering

T. Kubokawa, M. Tsai, 2007 .

Linear Mixed Models and Small Area Estimation

T. Kubokawa, 2006 .

Estimation of Covariance Matrices in Fixed and Mixed Effects Linear Models (Subsequently published in "Journal of Multivariate Analysis", 97, 2242-2261, 2006. )

T. Kubokawa, M. Tsai, 2006 .

Estimating the covariance matrix: a new approach

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2003 .

"Estimating the Covariance Matrix: A New Approach", June 1999

M. Srivastava, T. Kubokawa, 1999 .

Estimation of variance components in mixed linear models

T. Kubokawa, 1995 .

Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data

Shonosuke Sugasawa, T. Kubokawa, 2015 .

Modifying estimators of ordered positive parameters under the Stein loss

Tatsuya Kubokawa, Hisayuki Tsukuma, Hisayuki Tsukuma, 2011, J. Multivar. Anal..

Methods for improvement in estimation of a normal mean matrix

Hisayuki Tsukuma, T. Kubokawa, 2007 .

Minimax Multivariate Empirical Bayes Estimators under Multicollinearity

M. Srivastava, T. Kubokawa, 2005 .

Prediction in Multivariate Mixed Linear Models

M. Srivastava, T. Kubokawa, 2003 .

Bayesian estimators in uncertain nested error regression models

Shonosuke Sugasawa, Tatsuya Kubokawa, T. Kubokawa, 2015, J. Multivar. Anal..

On Predictive Density Estimation for Location Families under Integrated $L_2$ and $L_1$ Losses

W. Strawderman, 'Eric Marchand, T. Kubokawa, 2014, 1408.5297.

Estimation of Covariance and Precision Matrices in High Dimension

T. Kubokawa, Akira Inoue, 2012 .

A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models

W. Strawderman, É. Marchand, T. Kubokawa, 2017 .

A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models

W. Strawderman, É. Marchand, T. Kubokawa, 2017, Mathematical Methods of Statistics.

Estimation of a common mean of two normal distributions

T. Kubokawa, 1987 .

Two-stage procedures for parameters in a growth curve model

T. Kubokawa, 1989 .

Estimating common parameters of growth curve models

N. Sugiura, T. Kubokawa, 1988 .

A Variant of AIC Based on the Bayesian Marginal Likelihood

M. Srivastava, T. Kubokawa, Y. Kawakubo, 2015, Sankhya B.

Selection of Variables in Multivariate Regression Models for Large Dimensions

M. Srivastava, T. Kubokawa, 2012 .

Tests for covariance matrices in high dimension with less sample size

Tatsuya Kubokawa, Hirokazu Yanagihara, Muni S. Srivastava, 2014, J. Multivar. Anal..

Tests for multivariate analysis of variance in high dimension under non-normality

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2013, J. Multivar. Anal..

Double shrinkage estimation of ratio of scale parameters

T. Kubokawa, 1994 .

Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions

Tatsuya Kubokawa, Yuki Ikeda, Muni S. Srivastava, 2015, Comput. Stat. Data Anal..

Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension

Masashi Hyodo, Tatsuya Kubokawa, Muni S. Srivastava, 2013, J. Multivar. Anal..

Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions

M. Ghosh, T. Kubokawa, S. Chaudhuri, 2014 .

On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy

Tatsuya Kubokawa, T. Kubokawa, 2012 .

TWO-STAGE ESTIMATORS WITH BOUNDED RISK IN A GROWTH CURVE MODEL

T. Kubokawa, 1990 .

Stein's phenomenon in estimation of means restricted to a polyhedral convex cone

Hisayuki Tsukuma, T. Kubokawa, 2005 .

Improving on MLE of coefficient matrix in a growth curve model

Tatsuya Kubokawa, T. Kubokawa, A. K. Md. Ehsanes Saleh, 1992 .

Characterization of Priors in the Stein Problem

T. Kubokawa, 2007 .

Small area estimation with mixed models: a review

T. Kubokawa, S. Sugasawa, 2020, Japanese Journal of Statistics and Data Science.

Small area estimation with mixed models: a review

Shonosuke Sugasawa, Tatsuya Kubokawa, T. Kubokawa, 2020 .

Parametric transformed Fay-Herriot model for small area estimation

Shonosuke Sugasawa, Tatsuya Kubokawa, T. Kubokawa, 2014, J. Multivar. Anal..

Estimation and Prediction in Transformed Nested Error Regression Models

T. Kubokawa, S. Sugasawa, 2014, 1410.8269.

Parametric bootstrap methods for bias correction in linear mixed models

Tatsuya Kubokawa, Bui Nagashima, T. Kubokawa, 2012, J. Multivar. Anal..

Conditional and unconditional methods for selecting variables in linear mixed models

Tatsuya Kubokawa, T. Kubokawa, 2011, J. Multivar. Anal..

Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models

T. Kubokawa, 2009 .

Hierarchical Bayes small‐area estimation with an unknown link function

Shonosuke Sugasawa, Tatsuya Kubokawa, J. N. K. Rao, 2018, Scandinavian Journal of Statistics.

Transforming response values in small area prediction

Shonosuke Sugasawa, Tatsuya Kubokawa, T. Kubokawa, 2015, Comput. Stat. Data Anal..

Heteroscedastic Nested Error Regression Models with Variance Functions

T. Kubokawa, S. Sugasawa, 2015, 1505.07369.

Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss

M. Ghosh, T. Kubokawa, 2018, Sankhya A.

Estimation of the mean vector in a singular multivariate normal distribution

Tatsuya Kubokawa, Hisayuki Tsukuma, Hisayuki Tsukuma, 2015, J. Multivar. Anal..

Equivariant estimation under the pitman closeness criterion

T. Kubokawa, 1991 .

Matrix Algebra

Hisayuki Tsukuma, T. Kubokawa, 2018, Invitation to Linear Programming and Game Theory.

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

Yoshihiko Konno, T. Kubokawa, 1990 .

Closer estimators of a common mean in the sense of Pitman

T. Kubokawa, 1989 .

Linear shrinkage estimation of high-dimensional means

M. Srivastava, Ryumei Nakada, T. Kubokawa, 2021, Communications in Statistics - Theory and Methods.

Linear shrinkage estimation of large covariance matrices using factor models

Tatsuya Kubokawa, Yuki Ikeda, T. Kubokawa, 2016, J. Multivar. Anal..

Linear shrinkage estimation of the variance of a distribution with unknown mean

M. Srivastava, Ryumei Nakada, T. Kubokawa, 2019, Communications in Statistics - Theory and Methods.

General unbiased estimating equations for variance components in linear mixed models

Shonosuke Sugasawa, Tatsuya Kubokawa, Sanjay Chaudhuri, 2021, Japanese Journal of Statistics and Data Science.

Estimation of a Mean of a Normal Distribution with a Bounded Coefficient of Variation

T. Kubokawa, 2004 .

Shrinkage Estimation for Mean and Covariance Matrices

Hisayuki Tsukuma, T. Kubokawa, 2020 .

New Perspectives on Linear Calibration

C. Robert, T. Kubokawa, 1994 .

A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data

Masashi Hyodo, Tatsuya Kubokawa, T. Kubokawa, 2014, J. Multivar. Anal..

Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution

Tatsuya Kubokawa, Ryota Yuasa, T. Kubokawa, 2020, J. Multivar. Anal..

Linear Shrinkage Estimation of Large Covariance Matrices with Use of Factor Models

Tatsuya Kubokawa, T. Kubokawa, Yuki Ikeda, 2015 .

Estimation of a covariance matrix in multivariate skew-normal distribution

Hisayuki Tsukuma, T. Kubokawa, 2020, Communications in Statistics - Theory and Methods.

Simultaneous estimation of normal precision matrices

Hisayuki Tsukuma, T. Kubokawa, 2006 .

A Generalized Stein Identity and Matrix Differential Operators

Hisayuki Tsukuma, T. Kubokawa, 2020 .

Estimation of the Covariance Matrix

Hisayuki Tsukuma, T. Kubokawa, 2020 .

Minimaxity in predictive density estimation with parametric constraints

Éric Marchand, Tatsuya Kubokawa, William E. Strawderman, 2013, J. Multivar. Anal..

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

T. Kubokawa, 1988 .

On predictive density estimation for location families under integrated squared error loss

Éric Marchand, Tatsuya Kubokawa, William E. Strawderman, 2015, J. Multivar. Anal..

Estimating powers of the generalized variance under the Pitman closeness criterion

T. Kubokawa, 1990 .

The Stein Paradox in the Sense of the Pitman Measure of Closeness

P. Sen, T. Kubokawa, A. E. Saleh, 1989 .

Empirical Bayes methods in nested error regression models with skew-normal errors

T. Kubokawa, Tatsuhiko Tsujino, 2019, Japanese Journal of Statistics and Data Science.

Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2004 .

Akaike Information Criterion for Selecting Variables in the Nested Error Regression Model

M. Srivastava, T. Kubokawa, 2007 .

Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity

Tatsuya Kubokawa, T. Kubokawa, 1998 .

Minimax estimation of common coefficients of several regression models under quadratic loss

T. Kubokawa, 1990 .

Recent]Developments of the Theory of Statistical lnference

S. Konishi, S. Eguchi, T. Kubokawa, 2013 .

On Testing Linear Hypothesis in a Nested Error Regression Model

T. Kubokawa, Nyambaa Erdembat, 2010 .

A Revisit to Estimation of the Precision Matrix of the Wishart Distribution

T. Kubokawa, 2004 .

Prediction in Multivariate Mixed Linear Models with Equal Replications

M. Srivastava, T. Kubokawa, 1999 .

Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 1999 .

Robust Improvement in Estimation of a Mean Matrix in an Elliptically Contoured Distribution

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2001 .

Generalized Bayes estimators with closed forms for the normal mean and covariance matrices

Tatsuya Kubokawa, Ryota Yuasa, T. Kubokawa, 2021, Journal of Statistical Planning and Inference.

Estimating Risk and the Mean Squared Error Matrix in Stein Estimation

M. Srivastava, T. Kubokawa, 2002 .

Estimating a Covariance Matrix of a Normal Distribution with Unknown Mean

T. Kubokawa, Toshio Honda, A. E. Saleh, 1993 .

Conditional information criteria for selecting variables in linear mixed models

Tatsuya Kubokawa, Muni S. Srivastava, M. Srivastava, 2008, J. Multivar. Anal..