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ORCIDTatsuya Kubokawa
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2020 – today
- 2024
[j30]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): 1247-1257 (2024)- 2023
- [j29]Ryota Yuasa, Tatsuya Kubokawa:
Weighted shrinkage estimators of normal mean matrices and dominance properties. J. Multivar. Anal. 194: 105138 (2023) - 2021
- [j28]Ryumei Nakada, Tatsuya Kubokawa, Malay Ghosh, Sayar Karmakar
:
Shrinkage estimation with singular priors and an application to small area estimation. J. Multivar. Anal. 183: 104726 (2021) - 2020
- [j27]Ryota Yuasa, Tatsuya Kubokawa:
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution. J. Multivar. Anal. 178: 104608 (2020) - [j26]Yasuyuki Hamura, Tatsuya Kubokawa:
Bayesian shrinkage estimation of negative multinomial parameter vectors. J. Multivar. Anal. 179: 104653 (2020)
2010 – 2019
- 2019
- [j25]Ryo Imai, Tatsuya Kubokawa, Malay Ghosh:
Bayesian simultaneous estimation for means in k-sample problems. J. Multivar. Anal. 169: 49-60 (2019) - 2017
- [j24]Shonosuke Sugasawa, Tatsuya Kubokawa:
Transforming response values in small area prediction. Comput. Stat. Data Anal. 114: 47-60 (2017) - [j23]Shonosuke Sugasawa, Tatsuya Kubokawa:
Bayesian estimators in uncertain nested error regression models. J. Multivar. Anal. 153: 52-63 (2017) - [j22]Hisayuki Tsukuma, Tatsuya Kubokawa:
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix. J. Multivar. Anal. 159: 138-150 (2017) - 2016
- [j21]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: 95-108 (2016) - [j20]Hisayuki Tsukuma, Tatsuya Kubokawa:
Unified improvements in estimation of a normal covariance matrix in high and low dimensions. J. Multivar. Anal. 143: 233-248 (2016) - [j19]Shonosuke Sugasawa, Tatsuya Kubokawa:
On conditional prediction errors in mixed models with application to small area estimation. J. Multivar. Anal. 148: 18-33 (2016) - [j18]Yuki Ikeda, Tatsuya Kubokawa:
Linear shrinkage estimation of large covariance matrices using factor models. J. Multivar. Anal. 152: 61-81 (2016) - 2015
- [j17]Shonosuke Sugasawa, Tatsuya Kubokawa:
Parametric transformed Fay-Herriot model for small area estimation. J. Multivar. Anal. 139: 295-311 (2015) - [j16]Hisayuki Tsukuma, Tatsuya Kubokawa:
A unified approach to estimating a normal mean matrix in high and low dimensions. J. Multivar. Anal. 139: 312-328 (2015) - [j15]Hisayuki Tsukuma, Tatsuya Kubokawa:
Estimation of the mean vector in a singular multivariate normal distribution. J. Multivar. Anal. 140: 245-258 (2015) - [j14]Tatsuya Kubokawa, Éric Marchand, William E. Strawderman:
On predictive density estimation for location families under integrated squared error loss. J. Multivar. Anal. 142: 57-74 (2015) - 2014
- [j13]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: 364-379 (2014) - [j12]Yuki Kawakubo, Tatsuya Kubokawa:
Modified conditional AIC in linear mixed models. J. Multivar. Anal. 129: 44-56 (2014) - [j11]Muni S. Srivastava, Hirokazu Yanagihara, Tatsuya Kubokawa:
Tests for covariance matrices in high dimension with less sample size. J. Multivar. Anal. 130: 289-309 (2014) - 2013
- [j10]Muni S. Srivastava, Tatsuya Kubokawa:
Tests for multivariate analysis of variance in high dimension under non-normality. J. Multivar. Anal. 115: 204-216 (2013) - [j9]Tatsuya Kubokawa, Masashi Hyodo, Muni S. Srivastava:
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. J. Multivar. Anal. 115: 496-515 (2013) - [j8]Tatsuya Kubokawa, Éric Marchand, William E. Strawderman, Jean-Philippe Turcotte:
Minimaxity in predictive density estimation with parametric constraints. J. Multivar. Anal. 116: 382-397 (2013) - [j7]Masahiro Kojima, Tatsuya Kubokawa:
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices. J. Multivar. Anal. 122: 162-174 (2013) - [j6]Tatsuya Kubokawa:
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models. J. Multivar. Anal. 122: 377-392 (2013) - 2012
- [j5]Tatsuya Kubokawa, Bui Nagashima:
Parametric bootstrap methods for bias correction in linear mixed models. J. Multivar. Anal. 106: 1-16 (2012) - 2011
- [j4]Hisayuki Tsukuma, Tatsuya Kubokawa:
Modifying estimators of ordered positive parameters under the Stein loss. J. Multivar. Anal. 102(1): 164-181 (2011) - [j3]Tatsuya Kubokawa:
Conditional and unconditional methods for selecting variables in linear mixed models. J. Multivar. Anal. 102(3): 641-660 (2011) - [j2]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): 1429-1444 (2011) - 2010
- [j1]Muni S. Srivastava, Tatsuya Kubokawa:
Conditional information criteria for selecting variables in linear mixed models. J. Multivar. Anal. 101(9): 1970-1980 (2010)
Coauthor Index
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