津熊久幸 (Hisayuki TSUKUMA) のホームページ           Last update: Nov. 27, 2018
連絡先   東邦大学 医学部 医学科 医学情報学研究室
〒143-8540 東京都大田区大森西 5-21-16
Tel： 03 (3762) 4151 (大代)
e-mail： tsukuma (-at-) med.toho-u.ac.jp
専攻分野   数理統計学，多変量解析，計算機統計学
所属学会   日本統計学会, 日本数学会, 応用統計学会
業績
>> 論文 (査読あり)
[33] Tsukuma, H. and Kubokawa, T. (2019). Estimation of a covariance matrix in multivariate skew-normal distribution, to appear in Communications in Statistics - Theory and Methods, , .
[32] Tsukuma, H. (2019). Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error, to appear in Japanese Journal of Statistics and Data Science, , .
[31] Tsukuma, H. and Kubokawa, T. (2017). Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix, Journal of Multivariate Analysis, 159, 138-150.
[30] Tsukuma, H. (2016). Estimation of a high-dimensional covariance matrix with the Stein loss, Journal of Multivariate Analysis, 148, 1-17.
[29] Tsukuma, H. (2016). Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition, Journal of Multivariate Analysis, 145, 190-207.
[28] Tsukuma, H. and Kubokawa, T. (2016). Unified improvements in estimation of a normal covariance matrix in high and low dimensions, Journal of Multivariate Analysis, 143, 233-248.
[27] Tsukuma, H. and Kubokawa, T. (2015). Estimation of the mean vector in a singular multivariate normal distribution, Journal of Multivariate Analysis, 140, 245-258.
[26] Tsukuma, H. and Kubokawa, T. (2015). A unified approach to estimating a normal mean matrix in high and low dimensions, Journal of Multivariate Analysis, 139, 312-328.
[25] Tsukuma, H. and Kubokawa, T. (2015). Minimaxity in estimation of restricted and non-restricted scale parameter matrices, Annals of the Institute of Statistical Mathematics, 67, 261-285.
[24] Tsukuma, H. (2014). Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup, Journal of the Japan Statistical Society, 44, 195-218.
[23] Tsukuma, H. (2014). Bayesian estimation of a bounded precision matrix, Journal of Multivariate Analysis, 127, 160-172.
[22] Tsukuma, H. (2014). Minimax covariance estimation using commutator subgroup of lower triangular matrices, Journal of Multivariate Analysis, 124, 333-344.
[21] Tsukuma, H. (2012). Simultaneous estimation of restricted location parameters based on permutation and sign-change, Statistical Papers, 53, 915-934.
[20] Tsukuma, H. (2011). Simultaneous estimation of restricted means via the Gauss divergence theorem, Sankhya Series A, 73, 110-124.
[19] Tsukuma, H. and Kubokawa, T. (2011). Modifying estimators of ordered positive parameters under the Stein loss, Journal of Multivariate Analysis, 102, 164-181.
[18] Tsukuma, H. (2010). Proper Bayes minimax estimators of the normal mean matrix with common unknown variances, Journal of Statistical Planning and Inference, 140, 2596-2606.
[17] Tsukuma, H. (2010). Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution, Journal of Multivariate Analysis, 101, 1483-1492.
[16] Tsukuma, H. (2010). Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution, Statistics & Probability Letters, 80, 215-220.
[15] Tsukuma, H. (2009). Shrinkage estimation in elliptically contoured distribution with restricted parameter space, Statistics & Decisions, 27, 25-35.
[14] Tsukuma, H. (2009). Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix, Journal of Multivariate Analysis, 100, 2296-2304.
[13] Tsukuma, H. and Kubokawa, T. (2009). Minimax estimation of normal precisions via expansion estimators, Journal of Statistical Planning and Inference, 139, 295-309.
[12] Kubokawa, T. and Tsukuma, H. (2008). Minimaxity of the Stein risk-minimization estimator for a normal mean matrix, Statistics & Decisions, 26, 243-261.
[11] Tsukuma, H. (2008). Admissibility and minimaxity of Bayes estimators for a normal mean matrix, Journal of Multivariate Analysis, 99, 2251-2264.
[10] Tsukuma, H. and Kubokawa, T. (2008). Stein's phenomenon in estimation of means restricted to a polyhedral convex cone, Journal of Multivariate Analysis, 99, 141-164.
[9] Tsukuma, H. and Kubokawa, T. (2007). Simultaneous estimation of normal precision matrices, Journal of Statistical Studies, 26, 119-138.
[8] Tsukuma, H. and Kubokawa, T. (2007). Methods for improvement in estimation of a normal mean matrix, Journal of Multivariate Analysis, 98, 1592-1610.
[7] Kubokawa, T. and Tsukuma, H. (2007). Estimation of parameters in a linear regression model under the Kullback-Leibler loss, Journal of Statistical Planning and Inference, 137, 2487-2508.
[6] Tsukuma, H. and Konno, Y. (2006). On improved estimation of normal precision matrix and discriminant coefficients, Journal of Multivariate Analysis, 97, 1477-1500.
[5] Tsukuma, H. and Konno, Y. (2006). Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses, Journal of Statistical Planning and Inference, 136, 1331-1348.
[4] Tsukuma, H. (2005). Estimating the inverse matrix of scale parameters in an elliptically contoured distribution, Journal of the Japan Statistical Society, 35, 21-39.
[3] Tsukuma, H. and Konno, Y. (2003). Simultaneous estimation of scale matrices in two-sample problem under elliptically contoured distributions, Journal of the Japanese Society of Computational Statistics, 16, 1-22.
[2] Tsukuma, H. (2003). On estimation in multivariate linear calibration with elliptical errors, Annals of the Institute of Statistical Mathematics, 55, 447-466.
[1] Tsukuma, H. (2002). A note on estimation under the quadratic loss in multivariate calibration, Journal of the Japan Statistical Society, 32, 165-181.

>> 論文 (その他)
[23] Tsukuma, H. (2018). Estimation in a simple linear regression model with measurement error , arXiv:1804.03029.
[22] Tsukuma, H. and Kubokawa, T. (2017). Proper Bayes and minimax predictive densities for a matrix-variate normal distribution, arXiv:1703.10393.
[21] Tsukuma, H. (2015). Estimation of a high-dimensional covariance matrix with the Stein loss, arXiv:1506.00748.
[20] Tsukuma, H. and Kubokawa, T. (2014). Unified Improvements in Estimation of a Normal Covariance Matrix in High and Low Dimensions, Discussion Paper Series, CIRJE-F-937, Faculty of Economics, The University of Tokyo.
[19] Tsukuma, H. and Kubokawa, T. (2014). Estimation of the mean vector in a singular multivariate normal distribution, Discussion Paper Series, CIRJE-F-930, Faculty of Economics, The University of Tokyo.
[18] Tsukuma, H. and Kubokawa, T. (2014). A unified approach to estimating a normal mean matrix in high and low dimensions, Discussion Paper Series, CIRJE-F-926, Faculty of Economics, The University of Tokyo.
[17] Tsukuma, H. and Kubokawa, T. (2012). Minimaxity in estimation of restricted and non-restricted scale parameter matrices, Discussion Paper Series, CIRJE-F-858, Faculty of Economics, The University of Tokyo.
[16] Kubokawa, T. and Tsukuma, H. (2008). Minimaxity of the Stein risk-minimization estimator for a normal mean matrix, Discussion Paper Series, CIRJE-F-578, Faculty of Economics, The University of Tokyo.
[15] Tsukuma, H. and Kubokawa, T. (2007). Modifying estimators of ordered positive parameters under the Stein loss, Discussion Paper Series, CIRJE-F-510, Faculty of Economics, The University of Tokyo.
[14] Tsukuma, H. and Kubokawa, T. (2007). The Stein phenomenon in simultaneous estimation of normal precisions, Discussion Paper Series, CIRJE-F-473, Faculty of Economics, The University of Tokyo.
[13] Tsukuma, H. and Kubokawa, T. (2006). Simultaneous estimation of normal precision matrices, Discussion Paper Series, CIRJE-F-459, Faculty of Economics, The University of Tokyo.
[12] Taguri, M. and Tsukuma, H. (2006). Bootstrap estimation of disease incidence proportion with measurement errors, in Proceedings in Computational Statistics, 17th Symposium (COMPSTAT 2006) (Alfredo Rizzi and Maurizio Vichi, eds), 1023-1030.
[11] Kubokawa, T. and Tsukuma, H. (2005). Estimation of parameters in a linear regression model under the Kullback-Leibler loss, Discussion Paper Series CIRJE-F-389, Faculty of Economics, The University of Tokyo.
[10] Tsukuma, H. and Kubokawa, T. (2005). Methods for improvement in estimation of a normal mean matrix, Discussion Paper Series CIRJE-F-378, Faculty of Economics, The University of Tokyo.
[9] Tsukuma, H. and Kubokawa, T. (2005). Stein phenomenon in estimation of means restricted to a polyhedral convex cone, Discussion Paper Series CIRJE-F-342, Faculty of Economics, The University of Tokyo.
[8] Emura, T. and Tsukuma, H. (2003). Hypothesis testing based on the maximum of two statistics from weighted and unweighted estimating equations, Technical Reports of Mathematical Sciences, Chiba University, Vol.19, No.3.
[7] Tsukuma, H. and Konno, Y. (2003). Modifying the Graybill-Deal estimator of the common regression matrix in two growth curve models, 京都大学数理解析研究所講究録 1334: 95-111.
[6] Tsukuma, H. and Konno, Y. (2002). Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses, Technical Reports of Mathematical Sciences, Chiba University, Vol.18, No.12.
[5] Tsukuma, H. (2002). On estimation problem in multivariate linear calibration with elliptical errors, Technical Reports of Mathematical Sciences, Chiba University, Vol.18, No.11.
[4] Tsukuma, H. and Konno, Y. (2002). Simultaneous estimation of scale matrices in two-sample problem under elliptically contoured distributions, Technical Reports of Mathematical Sciences, Chiba University, Vol.18, No.8.
[3] Sakurai, H., Tsukuma, H., and Taguri, M. (2001). Bootstrap estimation for the swap-rate by preliminary selection in university entrance examination, Bulletin of the International Statistical Institute, Tome LIX, Book 1, 235-236.
[2] Tsukuma, H. (2001). A note on admissibility of the inverse estimator in multivariate calibration, Technical Reports of Mathematical Sciences, Chiba University, Vol.17, No.1.
[1] Tsukuma, H. (1999). Extensions of classical and inverse estimators in multivariate calibration, Technical Reports of Mathematical Sciences, Chiba University, Vol.15, No.11.

>> 口頭発表 (学会)
[6] 津熊久幸 (2014). 行列型パラメータの推定問題における統計的決定理論 (特別講演). 2014年度日本数学会年会, 会場: 学習院大学, 2014年3月17日発表.
[5] Taguri, M. and Tsukuma, H. (2006). Bootstrap estimation of disease incidence proportion with measurement errors. The 17th COMPSTAT Symposium of the IASC, Rome, Italy, Aug. 28, 2006. 　( ppt，pdf )
[4] 津熊久幸, 今野良彦 (2002). 2つのGMANOVAモデルにおける共通の回帰係数の推定について. 第70回日本統計学会, 会場: 明星大学, 2002年9月9日発表.
[3] 津熊久幸, 今野良彦 (2001). 楕円型分布における 2 つの共分散行列の同時推定問題. 第69回日本統計学会, 会場: 西南学院大学, 2001年9月3日発表.
[2] Sakurai, H., Tsukuma, H. and Taguri, M. (2001). Bootstrap estimation for the swap-rate by preliminary selection in university entrance examination. The 53rd Session of the International Statistical Institute, Seoul, Republic of Korea, Aug. 23, 2001.
[1] 津熊久幸 (2001). 多変量校正における逆回帰推定量の許容性について. 2001年度日本数学会年会, 会場: 慶應義塾大学, 2001年3月29日発表.

>> 口頭発表 (その他)
[6] 津熊久幸, 今野良彦 (2003). 2標本モデルにおける共通平均の単調回帰による推定法とその妥当性の数値的検討. 研究集会「統計シミュレーション研究分科会」, 会場: 中央大学理工学部，2003年11月22日発表.
[5] 津熊久幸 (2003). 多変量線形校正問題における古典的推定量の改良について. 基盤研究(A) (1)「量子推測理論の数理統計学的基礎とその応用(研究代表者: 赤平昌文)」における シンポジウム「統計的推測の理論とその応用」, 会場: 熊本大学大学院自然科学研究科, 2003年11月18日発表.
[4] 津熊久幸, 今野良彦 (2003). Modifying the Graybill-Deal estimator of the common regression matrix in two growth curve models. 研究会「Approximations to the Statistical distributions」, 会場: 京都大学数理解析研究所, 2003年3月4日発表.
[3] 津熊久幸, 今野良彦 (2002). 2つの GMANOVA モデルにおける共通の回帰係数の推定について. 基盤研究(B) (1)「統計的領域推定における精確な推定方式の開発と実用化の試み（研究代表者：赤平昌文）」における シンポジウム「計算機指向の統計手法の理論とその応用」, 会場: 千葉大学けやき会館, 2002年12月20日発表.
[2] 津熊久幸, 今野良彦 (2002). 楕円型分布モデルの下での2標本問題における共通平均の推定について. 基盤研究(A) (1)「量子推測理論の数理統計学的基礎とその応用(研究代表者: 赤平昌文)」における シンポジウム「統計的逐次推測理論とその応用」, 会場: 新潟大学大学院自然科学研究科, 2002年11月13日発表.
[1] 津熊久幸 (2000). 線形校正問題における推定量の比較. 基盤研究(A) (1)「統計科学における予測の可能性と限界に関する研究(研究代表者: 佐藤義治)」における シンポジウム「統計的予測の考え方とその応用」, 会場: 千葉大学けやき会館, 2000年9月19日発表.

学位   博士（理学），千葉大学，2003年
学位論文： Shrinkage estimators in multivariate calibration and two-sample problems under elliptical distributions