Tatsuya Kubokawa

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 17

Top Topics

Covariance Matrices

Linear Discriminant

Normal Distribution

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Hiromasa Tamae, Kaoru Irie, Tatsuya Kubokawa
Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions. Commun. Stat. Simul. Comput. 53 (3) (2024)
Ryota Yuasa, Tatsuya Kubokawa
Weighted shrinkage estimators of normal mean matrices and dominance properties. J. Multivar. Anal. 194 (2023)
Ryumei Nakada, Tatsuya Kubokawa, Malay Ghosh, Sayar Karmakar
Shrinkage estimation with singular priors and an application to small area estimation. J. Multivar. Anal. 183 (2021)
Ryota Yuasa, Tatsuya Kubokawa
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution. J. Multivar. Anal. 178 (2020)
Yasuyuki Hamura, Tatsuya Kubokawa
Bayesian shrinkage estimation of negative multinomial parameter vectors. J. Multivar. Anal. 179 (2020)
Ryo Imai, Tatsuya Kubokawa, Malay Ghosh
Bayesian simultaneous estimation for means in k-sample problems. J. Multivar. Anal. 169 (2019)
Hisayuki Tsukuma, Tatsuya Kubokawa
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix. J. Multivar. Anal. 159 (2017)
Shonosuke Sugasawa, Tatsuya Kubokawa
Transforming response values in small area prediction. Comput. Stat. Data Anal. 114 (2017)
Shonosuke Sugasawa, Tatsuya Kubokawa
Bayesian estimators in uncertain nested error regression models. J. Multivar. Anal. 153 (2017)
Shonosuke Sugasawa, Tatsuya Kubokawa
On conditional prediction errors in mixed models with application to small area estimation. J. Multivar. Anal. 148 (2016)
Yuki Ikeda, Tatsuya Kubokawa, Muni S. Srivastava
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. Comput. Stat. Data Anal. 95 (2016)
Hisayuki Tsukuma, Tatsuya Kubokawa
Unified improvements in estimation of a normal covariance matrix in high and low dimensions. J. Multivar. Anal. 143 (2016)
Yuki Ikeda, Tatsuya Kubokawa
Linear shrinkage estimation of large covariance matrices using factor models. J. Multivar. Anal. 152 (2016)
Shonosuke Sugasawa, Tatsuya Kubokawa
Parametric transformed Fay-Herriot model for small area estimation. J. Multivar. Anal. 139 (2015)
Hisayuki Tsukuma, Tatsuya Kubokawa
Estimation of the mean vector in a singular multivariate normal distribution. J. Multivar. Anal. 140 (2015)
Hisayuki Tsukuma, Tatsuya Kubokawa
A unified approach to estimating a normal mean matrix in high and low dimensions. J. Multivar. Anal. 139 (2015)
Tatsuya Kubokawa, Éric Marchand, William E. Strawderman
On predictive density estimation for location families under integrated squared error loss. J. Multivar. Anal. 142 (2015)
Muni S. Srivastava, Hirokazu Yanagihara, Tatsuya Kubokawa
Tests for covariance matrices in high dimension with less sample size. J. Multivar. Anal. 130 (2014)
Yuki Kawakubo, Tatsuya Kubokawa
Modified conditional AIC in linear mixed models. J. Multivar. Anal. 129 (2014)
Masashi Hyodo, Tatsuya Kubokawa
A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data. J. Multivar. Anal. 123 (2014)
Tatsuya Kubokawa
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models. J. Multivar. Anal. 122 (2013)
Tatsuya Kubokawa, Éric Marchand, William E. Strawderman, Jean-Philippe Turcotte
Minimaxity in predictive density estimation with parametric constraints. J. Multivar. Anal. 116 (2013)
Tatsuya Kubokawa, Masashi Hyodo, Muni S. Srivastava
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. J. Multivar. Anal. 115 (2013)
Masahiro Kojima, Tatsuya Kubokawa
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices. J. Multivar. Anal. 122 (2013)
Muni S. Srivastava, Tatsuya Kubokawa
Tests for multivariate analysis of variance in high dimension under non-normality. J. Multivar. Anal. 115 (2013)
Tatsuya Kubokawa, Bui Nagashima
Parametric bootstrap methods for bias correction in linear mixed models. J. Multivar. Anal. 106 (2012)
Tatsuya Kubokawa
Conditional and unconditional methods for selecting variables in linear mixed models. J. Multivar. Anal. 102 (3) (2011)
Hisayuki Tsukuma, Tatsuya Kubokawa
Modifying estimators of ordered positive parameters under the Stein loss. J. Multivar. Anal. 102 (1) (2011)
Tatsuya Kubokawa, William E. Strawderman
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators. J. Multivar. Anal. 102 (10) (2011)
Muni S. Srivastava, Tatsuya Kubokawa
Conditional information criteria for selecting variables in linear mixed models. J. Multivar. Anal. 101 (9) (2010)