activity
20142026
most citedOn Selection Criteria for the Tuning Parameter in Robust Divergence

21 citations · 90 across the 97 of their papers we have counts for

collaborators
Showing 2015Show all

9 papers · 1 filter

stat.ME2015

Empirical Uncertain Bayes Methods in Area-level Models

Shonosuke Sugasawa, Tatsuya Kubokawa, Kota Ogasawara

Random effects model can account for the lack of fitting a regression model and increase precision of estimating area-level means. However, in case that the synthetic mean provides…

stat.ME2015

Bayesian Estimators in Uncertain Nested Error Regression Models

Shonosuke Sugasawa, Tatsuya Kubokawa

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model u…

stat.ME2015★ 1 cited

Transforming response values in small area prediction

Shonosuke Sugasawa, Tatsuya Kubokawa

In real applications of small area estimation, one often encounters data with positive response values. The use of a parametric transformation for positive response values in the F…

stat.ME2015

Small Area Estimation with Spatially Varying Natural Exponential Families

Shonosuke Sugasawa, Yuki Kawakubo, Kota Ogasawara

Two-stage hierarchical models have been widely used in small area estimation to produce indirect estimates of areal means. When the areas are treated exchangeably and the model par…

stat.ME2015

Bayesian Estimators for Small Area Models Shrinking Both Means and Variances

Shonosuke Sugasawa, Hiromasa Tamae, Tatsuya Kubokawa

For small area estimation of area-level data, the Fay-Herriot model is extensively used as a model based method. In the Fay-Herriot model, it is conventionally assumed that the sam…

stat.ME2015★ 2 cited

Heteroscedastic Nested Error Regression Models with Variance Functions

Shonosuke Sugasawa, Tatsuya Kubokawa

The nested error regression model is a useful tool for analyzing clustered (grouped) data, and is especially used in small area estimation. The classical nested error regression mo…

stat.ME2015

Consistent Estimation in Box-Cox Transformed Linear Mixed Models

Shonosuke Sugasawa, Tatsuya Kubokawa

The Box-Cox transformation is applied to the linear mixed models for analyzing positive and grouped data. The problem in using Box Cox transformation is that the maximum likelihood…

stat.ME2015★ 1 cited

A flexible family of distributions on the cylinder

Shonosuke Sugasawa, Kunio Shimizu, Shogo Kato

We propose a flexible family of distributions, generalized -distributions, on the cylinder which is obtained as a conditional distribution of a trivariate distribution. The…

stat.ME2015

Conditional Akaike information under covariate shift with application to small area estimation

Yuki Kawakubo, Shonosuke Sugasawa, Tatsuya Kubokawa

In this study, we consider the problem of selecting explanatory variables of fixed effects in linear mixed models under covariate shift, which is when the values of covariates in t…