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An approach to improving the James-Stein estimator,
Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(1991)
Keywords: James-Stein estimator generalized Bayes estimator inadmissibility quadratic loss
Improved estimation of a covariance matrix under quadratic loss,
Tatsuya Kubokawa,
in Statistics & Probability Letters
(1989)
Keywords: covariance matrix best equivariant estimator inadmissibility quadratic loss
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models,
Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2013)
Keywords: Benchmarking; Best linear unbiased predictor; Constrained Bayes; Empirical Bayes; Linear mixed model; Mean squared error; Parametric bootstrap; Second-order approximation; Small area estimation;
Conditional and unconditional methods for selecting variables in linear mixed models,
Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2011)
Keywords: Akaike information criterion Best linear unbiased predictor Fay-Herriot model Linear mixed model Maximum likelihood estimator Nested error regression model Prediction error Restricted maximum likelihood estimator Small area estimation
Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity,
Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(1998)
Keywords: common mean problem feasible (two-stage) generalized least squares estimators inadmissibility unbiased estimation heteroscedastic linear regression model
Double shrinkage estimation of ratio of scale parameters,
Tatsuya Kubokawa,
in Annals of the Institute of Statistical Mathematics
(1994)
Keywords: Point estimation, ratio of variances, shrinkage estimation, inadmissibility, Stein's truncated rule, monotone likelihood ratio property, normal, exponential, noncentral chi-square distributions, ratio of covariance matrices,
Inadmissibility of the uncombined two-stage estimator when additional samples are available,
Tatsuya Kubokawa,
in Annals of the Institute of Statistical Mathematics
(1988)
Keywords: Two-stage procedure, inadmissibility, common mean,
Closer estimators of a common mean in the sense of Pitman,
Tatsuya Kubokawa,
in Annals of the Institute of Statistical Mathematics
(1989)
Keywords: Pitman closeness, common mean, Graybill-Deal estimator,
Improving on two-stage estimators for scale families,
Tatsuya Kubokawa,
in Metrika: International Journal for Theoretical and Applied Statistics
(1989)
A Revisit to Estimation of the Precision Matrix of the Wishart Distribution,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2004)
Minimaxity in Estimation of Restricted Parameters,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2004)
Estimation of Bounded Location and Scale Parameters,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2004)
Estimation of a Mean of a Normal Distribution with a Bounded Coefficient of Variation,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2004)
Integral Inequality for Minimaxity and Characterization of Priors by Use of Inverse Laplace Transform,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2006)
Characterization of Priors in the Stein Problem,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2006)
Asymptotic Correction of Empirical Bayes Confidence Intervals in Small Area Estimation,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2007)
Integral Inequality for Minimaxity in the Stein Problem,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2008)
Bartlett-type Correction of the Generalized Least Squares Test in the Fay-Herriot Model,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2008)
Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2009)
Higher Order Corrections in MSE Estimation and Confidence Intervals in Linear Mixed Models,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2009)
Conditional and Unconditional Methods for Selecting Variables in Linear Mixed Models,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2009)
A Review of Linear Mixed Models and Small Area Estimation,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2009)
Minimax Estimation of Linear Combinations of Restricted Location Parameters,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2010)
On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2010)
Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2012)
General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2013)
The Stein Phenomenon in Simultaneous Estimation: A Review,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(1997)
Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(1997)
Shrinkage and Modification Techniques in Estimation of Variance and the Related Problems: A Review,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(1998)
Estimation of Variance and Covariance Components in Elliptically Contoured Distributions,
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(1999)
"Linear Mixed Models and Small Area Estimation"(in Japanese),
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2006)
"Theory of Linear Mixed Models and its Applications to Small Area Estimation"(in Japanese),
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2007)
"Estimation in Restricted Parameter Spaces" (in Japanese),
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2012)
"Random Effects and Restriction of Parameters: A Review"(in Japanese),
Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(1999)
Linear shrinkage estimation of large covariance matrices using factor models,
Yuki Ikeda and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2016)
Keywords: Covariance matrix; Factor model; High dimension; Large sample; Non-normal distribution; Normal distribution; Portfolio management; Ridge-type estimator; Risk function;
Parametric bootstrap methods for bias correction in linear mixed models,
Tatsuya Kubokawa and Bui Nagashima,
in Journal of Multivariate Analysis
(2012)
Keywords: Best linear unbiased predictor; Confidence interval; Empirical Bayes procedure; Fay–Herriot model; Second-order correction; Linear mixed model; Maximum likelihood estimator; Mean squared error; Nested error regression model; Parametric bootstrap; Restricted maximum likelihood estimator; Small area estimation;
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices,
Masahiro Kojima and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2013)
Keywords: Bartlett-type adjustment; Linear mixed model; Parametric bootstrap;
A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data,
Masashi Hyodo and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2014)
Keywords: Asymptotic optimality; High dimension and large sample; Linear discriminant analysis; Misclassification error; Multivariate normal; Second-order approximation; Variable selection;
Modified conditional AIC in linear mixed models,
Yuki Kawakubo and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2014)
Keywords: Akaike information criterion; Conditional AIC; Linear mixed model; Model averaging; Small area estimation; Variable selection;
Parametric transformed Fay–Herriot model for small area estimation,
Shonosuke Sugasawa and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2015)
Keywords: Asymptotically unbiased estimator; Box–Cox transformation; Dual power transformation; Fay–Herriot model; Linear mixed model; Mean squared error; Parametric bootstrap; Small area estimation;
A unified approach to estimating a normal mean matrix in high and low dimensions,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2015)
Keywords: Efron–Morris estimator; Empirical Bayes procedure; High dimension; Invariant loss; Matrix mean; Moore–Penrose inverse; Shrinkage estimator; Statistical decision theory;
Estimation of the mean vector in a singular multivariate normal distribution,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2015)
Keywords: Empirical Bayes method; Generalized Bayes estimator; Inadmissibility; Minimaxity; Moore–Penrose inverse; Pseudo-Wishart distribution; Quadratic loss; Shrinkage estimator; Statistical decision theory;
Unified improvements in estimation of a normal covariance matrix in high and low dimensions,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2016)
Keywords: High dimension; Inadmissibility; Invariant loss; Moore–Penrose inverse; Statistical decision theory;
On conditional prediction errors in mixed models with application to small area estimation,
Shonosuke Sugasawa and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2016)
Keywords: Binomial–beta mixture model; Conditional mean squared error; Fay–Herriot model; Mixed model; Natural exponential family with quadratic variance function; Poisson–gamma mixture model; Random effect; Small area estimation;
Bayesian estimators in uncertain nested error regression models,
Shonosuke Sugasawa and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2017)
Keywords: Bayesian estimator; Nested error regression model; Posterior propriety; Small area estimation; Uncertain random effect;
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2017)
Keywords: Admissibility; Gauss’ divergence theorem; Generalized Bayes estimator; Inadmissibility; Kullback–Leibler loss; Minimaxity; Shrinkage estimator; Statistical decision theory;
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution,
Ryota Yuasa and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2020)
Keywords: Efron–Morris estimator; High dimension; Mean matrix; Minimaxity; Multivariate normal distribution; Optimal weight; Random matrix theory; Ridge method; Shrinkage estimation; Stein’s identity;
Bayesian shrinkage estimation of negative multinomial parameter vectors,
Yasuyuki Hamura and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2020)
Keywords: Bayes estimation; Dominance; Shrinkage prior; Negative multinomial distribution;
Weighted shrinkage estimators of normal mean matrices and dominance properties,
Ryota Yuasa and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2023)
Keywords: Efron–Morris estimator; Empirical Bayes; James–Stein estimator; Minimaxity; Quadratic loss; Stein’s identity;
Modifying estimators of ordered positive parameters under the Stein loss,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2011)
Keywords: Decision theory Fenchel's duality theorem Isotonic regression Kullback-Leibler loss Minimaxity Order-statistics-based estimator Restricted maximum likelihood estimator Scale parameter Simple ordering Simultaneous estimation Tree ordering Umbrella ordering Weighted Stein loss
Stein's phenomenon in estimation of means restricted to a polyhedral convex cone,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2008)
Keywords: Admissibility Decision theory Generalized Bayes estimator Inadmissibility James-Stein estimator Minimaxity Polyhedral convex cone Restricted parameters Shrinkage estimation Simple order restriction Simultaneous estimation Tree order restriction Umbrella order restriction
Methods for improvement in estimation of a normal mean matrix,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2007)
Keywords: Decision theory Empirical Bayes estimator James-Stein estimator MANOVA model Minimaxity Multivariate linear regression model Shrinkage estimation Simultaneous estimation
Estimation of a covariance matrix in multivariate skew-normal distribution,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Communications in Statistics - Theory and Methods
(2020)
Empirical best linear unbiased predictors in multivariate nested-error regression models,
Tsubasa Ito and Tatsuya Kubokawa,
in Communications in Statistics - Theory and Methods
(2021)
Bayesian predictive distribution for a Poisson model with a parametric restriction,
Yasuyuki Hamura and Tatsuya Kubokawa,
in Communications in Statistics - Theory and Methods
(2020)
Transforming response values in small area prediction,
Shonosuke Sugasawa and Tatsuya Kubokawa,
in Computational Statistics & Data Analysis
(2017)
Keywords: Dual power transformation; Empirical Bayes estimation; Fay–Herriot model; Mean squared error; Positive-valued data; Small area estimation;
Adaptively transformed mixed‐model prediction of general finite‐population parameters,
Shonosuke Sugasawa and Tatsuya Kubokawa,
in Scandinavian Journal of Statistics
(2019)
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models,
Haruki Kono and Tatsuya Kubokawa,
in Scandinavian Journal of Statistics
(2023)
Minimaxity of the Stein risk-minimization estimator for a normal mean matrix,
Kubokawa Tatsuya and Tsukuma Hisayuki,
in Statistics & Risk Modeling
(2009)
Keywords: Decision theory, isotonic regression, Stein estimator, minimaxity, quadratic loss
Hierarchical Empirical Bayes Estimation of Two Sample Means Under Divergence Loss,
Malay Ghosh and Tatsuya Kubokawa,
in Sankhya A: The Indian Journal of Statistics
(2018)
Keywords: Dominance property, Hellinger divergence, Kullback-Leibler divergence, Minimaxity, Risk function, Shrinkage estimator, Simultaneous estimation, Stein phenomenon
Estimating the covariance matrix and the generalized variance under a symmetric loss,
Tatsuya Kubokawa and Yoshihiko Konno,
in Annals of the Institute of Statistical Mathematics
(1990)
Keywords: Covariance matrix, generalized variance, Wishart distribution, affine equivariant estimators, Stein's truncated estimator, inadmissibility,
Estimating common parameters of growth curve models,
Nariaki Sugiura and Tatsuya Kubokawa,
in Annals of the Institute of Statistical Mathematics
(1988)
Keywords: Common mean of normal distribution, improved estimators, multivariate regression, one sample problem, two sample problem, several sample problem,
Minimaxity in estimation of restricted and non-restricted scale parameter matrices,
Hisayuki Tsukuma and Tatsuya Kubokawa,
in Annals of the Institute of Statistical Mathematics
(2015)
Keywords: Bayesian inference, Equivariance, Least favorable prior, Minimax estimation, Restricted parameter space, Statistical decision theory,
Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location,
Yasuyuki Hamura and Tatsuya Kubokawa,
in Metrika: International Journal for Theoretical and Applied Statistics
(2022)
Keywords: Admissibility, Bayesian predictive density estimation, Dominance, Exponential distribution, Minimaxity, Restricted parameter space
Robustness of a truncated estimator for the smaller of two ordered means,
Yasuyuki Hamura and Tatsuya Kubokawa,
in Statistical Papers
(2023)
Keywords: Conditional expectation, Dominance, Log-concave densities, Order restriction
Stein Phenomenon in Estimation of Means Restricted to a Polyhedral Convex Cone,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2005)
Methods for Improvement in Estimation of a Normal Mean Matrix,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2005)
Estimation of Parameters in a Linear Regression Model under the Kullback-Leibler Loss,
Tatsuya Kubokawa and Hisayuki Tsukuma,
from CIRJE, Faculty of Economics, University of Tokyo
(2005)
Simultaneous estimation of normal precision matrices,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2006)
The Stein Phenomenon in Simultaneous Estimation of Normal Precisions,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2007)
Modifying Estimators of Ordered Positive Parameters under the Stein Loss,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2007)
On Testing Linear Hypothesis in a Nested Error Regression Model,
Tatsuya Kubokawa and Nyambaa Erdembat,
from CIRJE, Faculty of Economics, University of Tokyo
(2008)
Minimaxity of the Stein Risk-Minimization Estimator for a Normal Mean Matrix,
Tatsuya Kubokawa and Hisayuki Tsukuma,
from CIRJE, Faculty of Economics, University of Tokyo
(2008)
Parametric Bootstrap Methods for Bias Correction in Linear Mixed Models,
Tatsuya Kubokawa and Bui Nagashima,
from CIRJE, Faculty of Economics, University of Tokyo
(2011)
Estimation of Covariance and Precision Matrices in High Dimension,
Tatsuya Kubokawa and Akira Inoue,
from CIRJE, Faculty of Economics, University of Tokyo
(2012)
Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2012)
A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting,
Masashi Hyodo and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2012)
Bartlett Adjustments for Hypothesis Testing in Linear Models with General Error Covariance Matrices,
Masahiro Kojima and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2013)
Modfiied Conditional AIC in Linear Mixed Models,
Yuki Kawakubo and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2013)
Parametric Transformed Fay-Herriot Model for Small Area Estimation,
Shonosuke Sugasawa and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2013)
A Unified Approach to Estimating a Normal Mean Matrix in High and Low Dimensions,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2014)
Estimation and Prediction Intervals in Transformed Linear Mixed Models,
Shonosuke Sugasawa and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2014)
Estimation and Prediction Intervals in Transformed Linear Mixed Models,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2014)
On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation,
Shonosuke Sugasawa and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2014)
Unified Improvements in Estimation of a Normal Covariance Matrix in High and Low Dimesions,
Hisayuki Tsukuma and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2014)
Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data,
Shonosuke Sugasawa and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2015)
Linear Shrinkage Estimation of Large Covariance Matrices with Use of Factor Models,
Yuki Ikeda and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2015)
Heteroscedastic Nested Error Regression Models with Variance Functions,
Shonosuke Sugasawa and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2015)
Small Area Predictors with Dual Shrinkage of Means and Variances,
Hiromasa Tamae and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2015)
Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory,
Tsubasa Ito and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2015)
"Asymptotic Correction of Empirical Bayes Confidence Intervals and its Application to Small Area Estimation" (in Japanese),
Yoshitaka Sasase and Tatsuya Kubokawa,
from CIRJE, Faculty of Economics, University of Tokyo
(2005)
Bayesian simultaneous estimation for means in k-sample problems,
Ryo Imai, Tatsuya Kubokawa and Malay Ghosh,
in Journal of Multivariate Analysis
(2019)
Keywords: Bayes estimator; Empirical Bayes; k-sample problem; Minimaxity; Quadratic loss; Shrinkage estimator;
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators,
Tatsuya Kubokawa and William E. Strawderman,
in Journal of Multivariate Analysis
(2011)
Keywords: Decision theory Generalized Bayes Linear combination Location parameter Location-scale family Maximum likelihood estimator Minimaxity Restricted parameter Restricted estimator Truncated estimator Quadratic loss
Conditional information criteria for selecting variables in linear mixed models,
Muni S. Srivastava and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2010)
Keywords: Akaike Information Criterion Analysis of variance Linear mixed model Nested error regression model Random effect Selection of variables
Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data,
Tatsuya Kubokawa and Muni S. Srivastava,
in Journal of Multivariate Analysis
(2008)
Keywords: primary, 62C20, 62H12 secondary, 62C12, 62H30 Covariance matrix Discriminant analysis Dominance property Efron-Morris loss function Empirical Bayes procedure Multivariate classification Precision matrix Singular Wishart Stein-Haff identity
Estimation of Wishart mean matrices under simple tree ordering,
Ming-Tien Tsai and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2007)
Keywords: Kullback-Leibler loss Maximum likelihood estimators Risk dominance Simple tree ordering set Wishart density function
On minimaxity and admissibility of hierarchical Bayes estimators,
Tatsuya Kubokawa and William E. Strawderman,
in Journal of Multivariate Analysis
(2007)
Keywords: Admissibility Bayes inference Estimation Hierarchical Bayes model Inadmissibility Minimaxity Mixed linear model Multivariate normal distribution Shrinkage estimation
Estimation of covariance matrices in fixed and mixed effects linear models,
Tatsuya Kubokawa and Ming-Tien Tsai,
in Journal of Multivariate Analysis
(2006)
Keywords: Covariance matrix Decision theory Estimation Haff identity Improvement James-Stein estimator Linear regression model Minimaxity Mixed effects model Multivariate normal distribution Stein identity Variance component Wishart distribution
Tests for multivariate analysis of variance in high dimension under non-normality,
Muni S. Srivastava and Tatsuya Kubokawa,
in Journal of Multivariate Analysis
(2013)
Keywords: Asymptotic distributions; High dimension; MANOVA; Multivariate linear model; Non-normal model; Sample size smaller than dimension;
On the Loss Robustness of Least-Square Estimators,
Tamal Ghosh, Malay Ghosh and Tatsuya Kubokawa,
in The American Statistician
(2020)