Akio Namba

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All published works

Action	Title	Year	Authors
+	MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break	2024	Haifeng Xu Akio Namba
+	Bootstrapping the Stein-Rule Estimators	2021	Akio Namba
+	PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables	2018	Akio Namba Haifeng Xu
+	MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated	2018	Haifeng Xu Akio Namba
+	A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model	2018	Akio Namba Haifeng Xu
+ PDF Chat	MSE performance of the weighted average estimators consisting of shrinkage estimators	2017	Akio Namba Kazuhiro Ohtani
+ PDF Chat	Bootstrap test for a structural break under possible heteroscedasticity	2015	Akio Namba
+	MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators	2015	Akio Namba Kazuhiro Ohtani
+	MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated	2014	Akio Namba
+	Double Bootstrap Test for a Structural Break when the Disturbance Variance Changes with the Break	2014	Akio Namba
+	MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator	2012	Akio Namba Kazuhiro Ohtani
+	Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated	2009	Akio Namba Kazuhiro Ohtani
+	Simulation Studies on the Cressie-Read Power Divergence Test Statistic under the Empirical Likelihood Setup	2009	Hisashi Tanizaki Akio Namba
+ PDF Chat	Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion	2006	Akio Namba Kazuhiro Ohtani
+ PDF Chat	PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables	2005	Akio Namba Kazuhiro Ohtani
+ PDF Chat	Simulation Studies on Bootstrap Empirical Likelihood Tests	2004	Akio Namba
+ PDF Chat	PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted	2003	Akio Namba
+ PDF Chat	On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated	2003	Akio Namba
+	A note on new feasible generalized ridge regression estimator under the linex loss function	2003	Fikri Akdeniz Akio Namba
+ PDF Chat	PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED	2002	Akio Namba
+	Endogeneity and Biased Estimation under Squared Error Loss	2002	David E. A. Giles Akio Namba Kazuhiro Ohtani Shalabh Ron C. Mittelhammer George G. Judge
+	MSE Performance of the Double k-Class Estimator of Each Individual Regression Coefﬁcient under Multivariate t-Errors	2002	Akio Namba Kazuhiiro Ohtani
+	Bootstrapping the Stein Variance Estimator	2002	Akio Namba Kazuhiro Ohtani
+	MSE performance of the 2SHI estimator in a regression model with multivariate t error terms	2001	Akio Namba
+ PDF Chat	MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression	2000	Akio Namba

Common Coauthors

Coauthor	Papers Together
Kazuhiro Ohtani	8
Haifeng Xu	4
Shalabh	1
David E. A. Giles	1
Kazuhiiro Ohtani	1
George G. Judge	1
Hisashi Tanizaki	1
Ron C. Mittelhammer	1
Fikri Akdeniz	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution	1970	Alvin Baranchik	13
+	On an adjustment of degrees of freedom in the minimim mean squared error ertimator	1996	Kazuhiro Ohtani	7
+	The Minimum Mean Square Error Linear Estimator and Ridge Regression	1975	R. W. Farebrother	7
+	A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model	1993	Kazuhiro Ohtani	7
+	Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted	1998	Kazuhiro Ohtani	6
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	6
+ PDF Chat	PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED	2002	Akio Namba	5
+	Improved Methods of Inference in Econometrics.	1988	Aman Ullah George G. Judge T.A. Yancey	5
+	Restricted least squares, pre-test, ols and stein rule estimators	1984	Ronald C. Mittelhammer	5
+ PDF Chat	PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted	2003	Akio Namba	5
+	Minimum mean squared error estimation of each individual coefficient in a linear regression model	1997	Kazuhiro Ohtani	5
+	On Small Sample Properties of <i>R</i><sup>2</sup> in a Linear Regression Model with Multivariate <i>t</i> Errors and Proxy Variables	1993	Kazuhiro Ohtani Hikaru Hasegawa	4
+	MSE performance of a heterogeneous pre-test estimator	1999	Kazuhiro Ohtani	4
+ PDF Chat	Empirical Likelihood is Bartlett-Correctable	1991	Thomas J. DiCiccio Peter Hall Joseph P. Romano	3
+	Empirical likelihood ratio confidence intervals for a single functional	1988	Art B. Owen	3
+	Precision of individual estimators in simultaneous estimation of parameters	1978	C. Radhakrishna Rao NOBUO SHINOZAKT	3
+	Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability:	1956	D. D. F. Jerzy Neyman	3
+ PDF Chat	Double k-Class Estimators of Coefficients in Linear Regression	1978	Aman Ullah Shobha Ullah	3
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	2000	Arthur E. Hoerl Robert W. Kennard	3
+	On small sample properties of the almost unbiased generalized ridge estimator	1986	Kazuhiro Ohtani	3
+	Bootstrapping improved estimators for linear regression models	1990	David Brownstone	3
+	Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances	1991	Judith A. Giles	3
+	Estimating the variability of the Stein estimator by bootstrap	1991	Gang Yi	3
+	The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators	1996	Kazuhiro Ohtani Hideo Kozumi	3
+	Further results on the two-stage hierarchial information (2shi) estimators in the linear regression models	1990	Tran Van Hoa A. Chatruvedi	3
+	Tests of Equality Between Sets of Coefficients in Two Linear Regressions	1960	Gregory C. Chow	3
+	SMALL SAMPLE PROPERTIES OF THE INTERVAL CONSTRAINED LEAST SQUARES ESTIMATOR WHEN ERROR TERMS HAVE A MULTIVARIATE t DISTRIBUTION	1991	Kazuhiro Ohtani	2
+	A Bounds Test of Equality between Sets of Coefficients in Two Linear Regressions When Disturbance Variances are Unequal	1986	Masahito Kobayashi	2
+	JAMES‐STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE‐t DISTRIBUTED ERROR	1991	Radhey S. Singh	2
+	Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-<i>t</i>Error Terms	1976	Arnold Zellner	2
+	Improving the estimation precision for a selected parameter in multiple regression analysis: an algebraic approach	1999	Ju‐Chin Huang	2
+	Use of the Chow Test under Heteroscedasticity	1974	Toshihisa Toyoda	2
+	Finite Sample Properties of Ridge Estimators	1980	T. D. Dwivedi V. K. Srivastava Richard L. Hall	2
+ PDF Chat	Estimating and Testing Linear Models with Multiple Structural Changes	1998	Jushan Bai Pierre Perrón	2
+	The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics	1979	Rand R. Wilcox George G. Judge Mary Ellen Bock	2
+ PDF Chat	Double k-Class Estimators of Coefficients in Linear Regression	1981	Aman Ullah Sami Ullah	2
+	A generalized ridge regression estimator and its finite sample properties	1999	Luis Firinguetti	2
+ PDF Chat	MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression	2000	Akio Namba	2
+	Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom	1988	Radhey S. Singh	2
+	MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated	2013	Haifeng Xu	2
+	Double bootstrap for shrinkage estimators	1995	Hrishikesh D. Vinod	2
+	The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances	1984	Ingmar R. Prucha Harry H. Kelejian	2
+	Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model	2013	Haifeng Xu	2
+	Empirical likelihood as a goodness-of-fit measure	1998	Keith Baggerly	2
+ PDF Chat	Empirical Likelihood Ratio Confidence Regions	1990	Art B. Owen	2
+ PDF Chat	Empirical Likelihood for Linear Models	1991	Art B. Owen	2
+	On the sampling distribution of improved estimators for coefficients in linear regression	1974	Aman Ullah	2
+ PDF Chat	A note on the moments of stochastic shrinkage parameters in ridge regression	2000	Luis Firinguetti Hernán Rubio	2
+	A note on almost unbiased generalized ridge regression estimator under asymmetric loss	1999	Alan T. K. Wan	2
+	Some Further Evidence on the Use of the Chow Test under Heteroskedasticity	1977	Peter Schmidt Robin C. Sickles	2