Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix. - Hisayuki Tsukuma (J. Multivar. Anal., 2009)

Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution. - Hisayuki Tsukuma (J. Multivar. Anal., 2010)

Modifying estimators of ordered positive parameters under the Stein loss. - Hisayuki Tsukuma; Tatsuya Kubokawa (J. Multivar. Anal., 2011)

Minimax covariance estimation using commutator subgroup of lower triangular matrices. - Hisayuki Tsukuma (J. Multivar. Anal., 2014)

Bayesian estimation of a bounded precision matrix. - Hisayuki Tsukuma (J. Multivar. Anal., 2014)

A unified approach to estimating a normal mean matrix in high and low dimensions. - Hisayuki Tsukuma; Tatsuya Kubokawa (J. Multivar. Anal., 2015)

Estimation of the mean vector in a singular multivariate normal distribution. - Hisayuki Tsukuma; Tatsuya Kubokawa (J. Multivar. Anal., 2015)

Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition. - Hisayuki Tsukuma (J. Multivar. Anal., 2016)

Estimation of a high-dimensional covariance matrix with the Stein loss. - Hisayuki Tsukuma (J. Multivar. Anal., 2016)

Unified improvements in estimation of a normal covariance matrix in high and low dimensions. - Hisayuki Tsukuma; Tatsuya Kubokawa (J. Multivar. Anal., 2016)

Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix. - Hisayuki Tsukuma; Tatsuya Kubokawa (J. Multivar. Anal., 2017)