The following pages link to Yoshihiko Konno (Q217205):
Displaying 31 items.
- Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation (Q134935) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- (Q434390) (redirect page) (← links)
- Multivariate normal distribution approaches for dependently truncated data (Q434391) (← links)
- Erratum to: ``Multivariate normal distribution approaches for dependently truncated data'' (Q465652) (← links)
- (Q588868) (redirect page) (← links)
- A goodness-of-fit test for parametric models based on dependently truncated data (Q693227) (← links)
- Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111) (← links)
- On estimation of a matrix of normal means with unknown covariance matrix (Q753347) (← links)
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Entropy loss and risk of improved estimators for the generalized variance and precision (Q1118291) (← links)
- A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution (Q1207622) (← links)
- Estimation of a normal covariance matrix with incomplete data under Stein's loss (Q1347085) (← links)
- Double shrinkage estimators in the GMANOVA model (Q1914688) (← links)
- Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss (Q1973325) (← links)
- Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
- On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
- SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS (Q3458356) (← links)
- Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
- (Q3785786) (← links)
- (Q3822999) (← links)
- Families of minimax estimators of matrix of normal means with unknown covariance matrix (Q3971891) (← links)
- Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model (Q4240716) (← links)
- (Q4356409) (← links)
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula (Q5742600) (← links)
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence (Q5949980) (← links)
- A class of general pretest estimators for the univariate normal mean (Q6106210) (← links)
- An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix (Q6578504) (← links)
- Confidence interval for normal means in meta-analysis based on a pretest estimator (Q6578509) (← links)
