Tatsuya Kubokawa - Citegraph

Author Info

Name	Affiliation	Papers
TATSUYA KUBOKAWA	Department of Economics, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, Japan	24
Collaborators	Citations	PageRank
17	36	11.73
Referers	Referees	References
70	60	44

Publications (24 rows)

Collaborators (17 rows)

Referers (70 rows)

Referees (60 rows)

Title	Citations	PageRank	Year
Bayesian Shrinkage Estimation of Negative Multinomial Parameter Vectors	0	0.34	2020
Bayesian simultaneous estimation for means in k-sample problems.	0	0.34	2019
Transforming response values in small area prediction.	0	0.34	2017
Bayesian estimators in uncertain nested error regression models.	0	0.34	2017
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix.	0	0.34	2017
Unified improvements in estimation of a normal covariance matrix in high and low dimensions	0	0.34	2016
Linear shrinkage estimation of large covariance matrices using factor models.	2	0.48	2016
On Conditional Prediction Errors in Mixed Models with Application to Small Area Estimation	0	0.34	2016
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions	2	0.39	2016
On predictive density estimation for location families under integrated squared error loss	0	0.34	2015
Estimation of the mean vector in a singular multivariate normal distribution	1	0.45	2015
A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data	0	0.34	2014
Modified conditional AIC in linear mixed models.	1	0.38	2014
Tests for covariance matrices in high dimension with less sample size	8	1.10	2014
Minimaxity in predictive density estimation with parametric constraints	1	0.48	2013
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models	0	0.34	2013
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension	2	0.51	2013
Tests for multivariate analysis of variance in high dimension under non-normality	7	0.91	2013
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices	0	0.34	2013
Parametric bootstrap methods for bias correction in linear mixed models	2	0.52	2012
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators	0	0.34	2011
Modifying estimators of ordered positive parameters under the Stein loss	1	0.43	2011
Conditional and unconditional methods for selecting variables in linear mixed models	6	1.33	2011
Conditional information criteria for selecting variables in linear mixed models	3	0.69	2010