Search Results - "Konno, Yoshihiko"

Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss by Konno, Yoshihiko

“…The problem of estimating large covariance matrices of multivariate real normal and complex normal distributions is considered when the dimension of the…”
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A class of general pretest estimators for the univariate normal mean by Shih, Jia-Han, Konno, Yoshihiko, Chang, Yuan-Tsung, Emura, Takeshi

“…In this paper, we propose a class of general pretest estimators for the univariate normal mean. The main mathematical idea of the proposed class is the…”
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Copula-Based Estimation Methods for a Common Mean Vector for Bivariate Meta-Analyses by Shih, Jia-Han, Konno, Yoshihiko, Chang, Yuan-Tsung, Emura, Takeshi

“…Traditional bivariate meta-analyses adopt the bivariate normal model. As the bivariate normal distribution produces symmetric dependence, it is not flexible…”
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A Meta-Analysis for Simultaneously Estimating Individual Means with Shrinkage, Isotonic Regression and Pretests by Taketomi, Nanami, Konno, Yoshihiko, Chang, Yuan-Tsung, Emura, Takeshi

“…Meta-analyses combine the estimators of individual means to estimate the common mean of a population. However, the common mean could be undefined or…”
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Estimation of a common mean vector in bivariate meta-analysis under the FGM copula by Shih, Jia-Han, Konno, Yoshihiko, Chang, Yuan-Tsung, Emura, Takeshi

“…We propose a bivariate Farlie-Gumbel-Morgenstern (FGM) copula model for bivariate meta-analysis, and develop a maximum likelihood estimator for the common mean…”
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Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation by Emura, Takeshi, Konno, Yoshihiko, Michimae, Hirofumi

“…Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution…”
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Multivariate normal distribution approaches for dependently truncated data by Emura, Takeshi, Konno, Yoshihiko

“…Many statistical methods for truncated data rely on the independence assumption regarding the truncation variable. In many application studies, however, the…”
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Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss by Konno, Yoshihiko

“…In this paper the problem of estimating a covariance matrix parametrized by an irreducible symmetric cone in a decision-theoretic set-up is considered. By…”
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An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix by Konno, Yoshihiko

“…Matrix models which are constructed from a deterministic signal plus noise are used in variety of fields. In particular, it commonly happens that a signal…”
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On improved estimation of normal precision matrix and discriminant coefficients by Tsukuma, Hisayuki, Konno, Yoshihiko

“…The problem of estimating the precision matrix of a multivariate normal distribution model is considered with respect to a quadratic loss function. A number of…”
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A goodness-of-fit test for parametric models based on dependently truncated data by Emura, Takeshi, Konno, Yoshihiko

“…Suppose that one can observe bivariate random variables (L,X) only when L≤X holds. Such data are called left-truncated data and found in many fields, such as…”
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Heterocyclic amine mixture carcinogenesis and its enhancement by caffeine in F344 rats by Tsuda, Hiroyuki, Sekine, Kazunori, Uehara, Nobuaki, Takasuka, Nobuo, Moore, Malcolm A, Konno, Yoshihiko, Nakashita, Kei, Degawa, Masakuni

“…In order to elucidate whether mixed exposure to environmental carcinogens and caffeine increases the risk of cancer induction, we investigated the relationship…”
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Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation by Emura, Takeshi, Hu, Ya-Hsuan, Konno, Yoshihiko

“…Biased sampling affects the inference for population parameters of interest if the sampling mechanism is not appropriately handled. This paper considers…”
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Confidence interval for normal means in meta-analysis based on a pretest estimator by Taketomi, Nanami, Chang, Yuan-Tsung, Konno, Yoshihiko, Mori, Mihoko, Emura, Takeshi

“…Meta-analysis is a statistical method to summarize quantitative results from a set of published studies. Recently, a frequentist estimator was proposed for…”
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Erratum to: Multivariate normal distribution approaches for dependently truncated data by Emura, Takeshi, Konno, Yoshihiko

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Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss by Konno, Yoshihiko

“…The problem of estimating multivariate complex normal covariance matrices is considered under an invariant quadratic loss function. Estimators which dominate…”
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Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss : Recent Advances in Statistical Inference by KONNO, Yoshihiko

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Improving on the sample covariance matrix for a complex elliptically contoured distribution by Konno, Yoshihiko

“…In this paper the problem of estimating the scale matrix in a complex elliptically contoured distribution (complex ECD) is addressed. An extended Haff–Stein…”
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Estimating the covariance matrix and the generalized variance under a symmetric loss by KUBOKAWA, T, KONNO, Y

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Inadmissibility of the Maximum Likekihood Estimator of Normal Covariance Matrices with the Lattice Conditional Independence by Konno, Yoshihiko

“…Lattice conditional independence (LCI) models introduced by S. A. Andersson and M. D. Perlman (1993, Ann. Statist.21, 1318–1358) have the pleasant feature of…”
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