Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss. - Yoshihiko Konno (J. Multivar. Anal., 2009)

A goodness-of-fit test for parametric models based on dependently truncated data. - Takeshi Emura; Yoshihiko Konno (Comput. Stat. Data Anal., 2012)

A Meta-Analysis for Simultaneously Estimating Individual Means with Shrinkage, Isotonic Regression and Pretests. - Nanami Taketomi; Yoshihiko Konno; Yuan-Tsung Chang; Takeshi Emura (Axioms, 2021)

Copula-Based Estimation Methods for a Common Mean Vector for Bivariate Meta-Analyses. - Jia-Han Shih; Yoshihiko Konno; Yuan-Tsung Chang; Takeshi Emura (Symmetry, 2022)