78 citations · 482 across the 68 of their papers we have counts for
71 papers
Improving the James-Stein estimator via finite-sum truncation of its positive-part
Yuzo Maruyama, Akimichi Takemura
For estimating the mean vector of a -variate normal distribution () under quadratic loss, the positive-part James--Stein estimator dominates the original James--Stein e…
A new perspective on dominating the James-Stein estimator
Yuzo Maruyama, Akimichi Takemura
This paper presents a novel approach to constructing estimators that dominate the classical James-Stein estimator under the quadratic loss for multivariate normal means. Building o…
Non-minimaxity of debiased shrinkage estimators
Yuzo Maruyama, Akimichi Takemura
We consider the estimation of the -variate normal mean of under the quadratic loss function. We investigate the decision theoretic properties of debiased shrink…
The volume-of-tube method for Gaussian random fields with inhomogeneous variance
Satoshi Kuriki, Akimichi Takemura, Jonathan E. Taylor
The tube method or the volume-of-tube method approximates the tail probability of the maximum of a smooth Gaussian random field with zero mean and unit variance. This method evalua…
Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity
Takeru Matsuda, Akimichi Takemura
We investigate upper and lower hedging prices of multivariate contingent claims from the viewpoint of game-theoretic probability and submodularity. By considering a game between "M…
Distribution of ratio of two Wishart matrices and evaluation of cumulative probability by holonomic gradient method
Hiroki Hashiguchi, Nobuki Takayama, Akimichi Takemura
We study the distribution of the ratio of two central Wishart matrices with different covariance matrices. We first derive the density function of a particular matrix form of the r…