Výsledky vyhledávání - "Tsukuma, Hisayuki"

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Estimation in a simple linear regression model with measurement error

Autor: Tsukuma, Hisayuki

This paper deals with the problem of estimating a slope parameter in a simple linear regression model, where independent variables have functional measurement errors. Measurement errors in independent variables, as is well known, cause biasedness of

Externí odkaz: http://arxiv.org/abs/1804.03029

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Proper Bayes and Minimax Predictive Densities for a Matrix-variate Normal Distribution

Autor: Tsukuma, Hisayuki, Kubokawa, Tatsuya

This paper deals with the problem of estimating predictive densities of a matrix-variate normal distribution with known covariance matrix. Our main aim is to establish some Bayesian predictive densities related to matricial shrinkage estimators of th

Externí odkaz: http://arxiv.org/abs/1703.10393

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Estimation of a high-dimensional covariance matrix with the Stein loss

Autor: Tsukuma, Hisayuki

The problem of estimating a normal covariance matrix is considered from a decision-theoretic point of view, where the dimension of the covariance matrix is larger than the sample size. This paper addresses not only the nonsingular case but also the s

Externí odkaz: http://arxiv.org/abs/1506.00748

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