3 citations · 8 across the 12 of their papers we have counts for
12 papers
Convergence of Estimative Density to Information Projection for Misspecified Normal Distribution Model
Yo Sheena
This paper investigates the convergence of an estimative multivariate normal density when the true distribution is a misspecified multivariate t-distribution. The statistical model…
Criterion for the resemblance between the mother and the model distribution
Yo Sheena
If the probability distribution model aims to approximate the hidden mother distribution, it is imperative to establish a useful criterion for the resemblance between the mother an…
MLE convergence speed to information projection of exponential family: Criterion for model dimension and sample size -- complete proof version--
Yo Sheena
For a parametric model of distributions, the closest distribution in the model to the true distribution located outside the model is considered. Measuring the closeness between two…
Efficiency of maximum likelihood estimation for a multinomial distribution with known probability sums
Yo Sheena
For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-…
Asymptotic efficiency of M.L.E. using prior survey in multinomial distributions
Yo Sheena
Incorporating information from a prior survey is generally supposed to decrease the estimation risk of the present survey. This paper aims to show how the risk changes by incorpora…
Estimation of a Continuous Distribution on a Real Line by Discretization Methods -- Complete Version--
Yo Sheena
For an unknown continuous distribution on a real line, we consider the approximate estimation by the discretization. There are two methods for the discretization. First method is t…
Asymptotic Expansion of Risk for a Regression Model with respect to -Divergence with an Application to the Sample Size Problem -- Complete Version
Yo Sheena
For a regression model, we consider the risk of the maximum likelihood estimator with respect to -divergence, which includes the special cases of Kullback-Leibler divergence, He…
Asymptotic expansion of the risk of maximum likelihood estimator with respect to -divergence as a measure of the difficulty of specifying a parametric model -- with detailed proof
Yo Sheena
For a given parametric probability model, we consider the risk of the maximum likelihood estimator with respect to -divergence, which includes the special cases of Kullback--Lei…
Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution--geometrical view--
Yo Sheena
We consider an inference on the eigenvalues of the covariance matrix of a multivariate normal distribution. The family of multivariate normal distributions with a fixed mean is see…
Modified estimator of the contribution rates of population eigenvalues
Yo Sheena
Modified estimators for the contribution rates of population eigenvalues are given under an elliptically contoured distribution. These estimators decrease the bias of the classical…
Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof--
Yo Sheena, Akimichi Takemura
An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.
Asymptotic Distribution of Wishart Matrix for Block-wise Dispersion of Population Eigenvalues
Yo Sheena, Akimichi Takemura
This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are blo…