Conditional information criteria for selecting variables in linear mixed models. - Muni S. Srivastava; Tatsuya Kubokawa (J. Multivar. Anal., 2010)

Conditional and unconditional methods for selecting variables in linear mixed models. - Tatsuya Kubokawa (J. Multivar. Anal., 2011)

A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators. - Tatsuya Kubokawa; William E. Strawderman (J. Multivar. Anal., 2011)

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

Parametric bootstrap methods for bias correction in linear mixed models. - Tatsuya Kubokawa; Bui Nagashima (J. Multivar. Anal., 2012)

Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices. - Masahiro Kojima; Tatsuya Kubokawa (J. Multivar. Anal., 2013)

Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models. - Tatsuya Kubokawa (J. Multivar. Anal., 2013)

Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. - Tatsuya Kubokawa; Masashi Hyodo; Muni S. Srivastava (J. Multivar. Anal., 2013)

Minimaxity in predictive density estimation with parametric constraints. - Tatsuya Kubokawa; Éric Marchand; William E. Strawderman; Jean-Philippe Turcotte (J. Multivar. Anal., 2013)

Tests for multivariate analysis of variance in high dimension under non-normality. - Muni S. Srivastava; Tatsuya Kubokawa (J. Multivar. Anal., 2013)

A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data. - Masashi Hyodo; Tatsuya Kubokawa (J. Multivar. Anal., 2014)

Modified conditional AIC in linear mixed models. - Yuki Kawakubo; Tatsuya Kubokawa (J. Multivar. Anal., 2014)

Tests for covariance matrices in high dimension with less sample size. - Muni S. Srivastava; Hirokazu Yanagihara; Tatsuya Kubokawa (J. Multivar. Anal., 2014)

On predictive density estimation for location families under integrated squared error loss. - Tatsuya Kubokawa; Éric Marchand; William E. Strawderman (J. Multivar. Anal., 2015)

Parametric transformed Fay-Herriot model for small area estimation. - Shonosuke Sugasawa; Tatsuya Kubokawa (J. Multivar. Anal., 2015)

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)

Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. - Yuki Ikeda; Tatsuya Kubokawa; Muni S. Srivastava (Comput. Stat. Data Anal., 2016)

Linear shrinkage estimation of large covariance matrices using factor models. - Yuki Ikeda; Tatsuya Kubokawa (J. Multivar. Anal., 2016)

On conditional prediction errors in mixed models with application to small area estimation. - Shonosuke Sugasawa; Tatsuya Kubokawa (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)

Transforming response values in small area prediction. - Shonosuke Sugasawa; Tatsuya Kubokawa (Comput. Stat. Data Anal., 2017)

Bayesian estimators in uncertain nested error regression models. - Shonosuke Sugasawa; Tatsuya Kubokawa (J. Multivar. Anal., 2017)

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

Bayesian simultaneous estimation for means in k-sample problems. - Ryo Imai; Tatsuya Kubokawa; Malay Ghosh (J. Multivar. Anal., 2019)

Bayesian shrinkage estimation of negative multinomial parameter vectors. - Yasuyuki Hamura; Tatsuya Kubokawa (J. Multivar. Anal., 2020)

Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution. - Ryota Yuasa; Tatsuya Kubokawa (J. Multivar. Anal., 2020)

Shrinkage estimation with singular priors and an application to small area estimation. - Ryumei Nakada; Tatsuya Kubokawa; Malay Ghosh; Sayar Karmakar (J. Multivar. Anal., 2021)

Weighted shrinkage estimators of normal mean matrices and dominance properties. - Ryota Yuasa; Tatsuya Kubokawa (J. Multivar. Anal., 2023)

Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions. - Hiromasa Tamae; Kaoru Irie; Tatsuya Kubokawa (Commun. Stat. Simul. Comput., 2024)