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math.ST2022
Inadmissibility of the corrected Akaike information criterion
Takeru Matsuda
For the multivariate linear regression model with unknown covariance, the corrected Akaike information criterion is the minimum variance unbiased estimator of the expected Kullback…
math.ST2022★ 1 cited
Asymptotic mixed normality of maximum likelihood estimator for Ewens--Pitman partition
Takuya Koriyama, Takeru Matsuda, Fumiyasu Komaki
This paper investigates the asymptotic properties of parameter estimation for the Ewens--Pitman partition with parameters and . Especially, we show that the maximum l…
math.ST2022
Adapting to general quadratic loss via singular value shrinkage
Takeru Matsuda
The Gaussian sequence model is a canonical model in nonparametric estimation. In this study, we introduce a multivariate version of the Gaussian sequence model and investigate adap…