18/07/2025 revised


Papers (English)

• Taketomi, N., Chang, Y.-T., Konno, Y., Mori, M., and Emura, T. Confidence interval for normal means in meta-analysis based on a pretest estimator. Japanese Journal of Statistics and Data Science (2024), vol.7,538-567. Doi: https://doi.org/10.1007/s42081-023-00221-2
• Konno, Y. An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix. Japanese Journal of Statistics and Data Science (2024), vol.7,455-464. Doi: https://doi.org/10.1007/s42081-023-00223-0
• Shih, J.-H. Konno, Y., Chang, Y-T., and Emura, T. A class of general pretest estimators for the univariate normal mean, Commmunication in Statistics-Theory and Methods 52 (2023), no. 8, 2538-2561.
• Shih, J.-H., Konno, Y., Chang, Y-T., and Emura, T. Copula-based estimation methods for a common mean vector for bivariate meta-analyses. Symmetry(2022), 4(2), 186.
• Taketomi, N., Konno, Y., Chang Y-T., and Emura, T. A Meta-Analysis for Simultaneously Estimating Individual Means with Shrinkage, Isotonic Regression and Pretests. Axioms(2021), 10(4), 267.
• Shih, J.-H., Chang, Y-T., Konno, Y. and Emura, T. Estimation of a common mean vector in bivariate meta-analysis under the FGM copula, Statistics, 53(2019), no. 3, 773-695.
• Emura, T., Hu, Y.-H., Konno, Y. Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation, Statistical Papers, 58(2017), Issue 3, 877-909.
• Emura, T. Konno, Y., and Michimae, H. Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation. Lifetime Data Analysis, 21(2015), no. 3, 397-418.
• Emura, T. and Konno, Y., A goodness-of-fit test for parametric models based on dependently truncated data. Computational Statistics and Data Analysis, vol. 56(2012), Issue 7, 2237-2250.
• Emura, T. and Konno, Y., Multivariate normal distribution approaches for dependently left-truncated data. Statistical Papers, vol. 53(2012), No. 1, 133-149.
• Konno, Y., Estimation of multivariate complex normal covariance under an invariant quadratic loss,Communication in Statistics -- Theory and Method vol. 39(2010), 1490 - 1497. [longer original manuscript with appendix(pdf file)]
  Author Posting. (c) 'Copyright Holder', 2010. This is the author's version of the work. It is posted here by permission of 'Copyright Holder' for personal use, not for redistribution. The definitive version was published in Communications in Statistics - Theory and Methods, Volume 39 Issue 8, January 2010. doi:10.1080/03610920802265194 (http://dx.doi.org/10.1080/03610920802265194)
• Konno, Y., Shrinkage Estimators for Large Covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss. Journal of Multivariate Analysis, vol 100(2009), 2237-2253.　 (This paper is ranked 15th in TOP 25 hottest articles within issues of Journal of Multivariate Analysis published during July-September, 2009.) [Accepted manuscript], [longer original version], and [supplement(detailed proof)].
• Konno, Y., A class of orthogonally invariant Minimax estimators for normal covariance matrices parametrized by simple Jordan algebras of degree 2. Journal of Statistical Studies, vol 26(2007), 67-75. [manuscript(pdf file)]
• Konno, Y., Improving on the sample covariance matrix for a complex elliptically contoured distribution. Journal of Statistical Planning and Inference, vol 137(2007), 2475-2486.
• Konno, Y., Estimation of a normal covariance matrix parametrized by irreducible symmetric cones under Stein's loss. Journal of Multivairate Analysis, vol 98(2007), 295--316.[longer version of the manuscript]
• Tsukuma, H. and Konno, Y., On improved estimation of normal precision matrix and discriminant coefficients, Journal of Multivariate Analysis, vol 97(2006), 1477--1500.　(This paper is ranked 7th in TOP 25 articles within issues of Journal of Multivariate Analysis published during April-June, 2006.)
• Tsukuma, H. and Konno, Y., Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses. Journal of Statistical Planning and Inference vol 136(2006), no. 4, 1331-1348.
• Tsukuma, H. and Konno, Y., Simultaneous estimation of scale matrices in two-sample problem under elliptically contoured distributions. Journal of the Japanese Society of Computational Statistics, vol. 16(2003), no.1 1-22.
• Konno, Y., Inadmissiblity of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence, Journal of Multivariate Analysis, 79 (2001), 33-51.
• Kubokawa, T., Saleh, A.K.Md.E., and Konno, Y., Bayes, minimax, and nonnegative estimators of variance components under Kullback--Leibler loss, Journal of Statistical Planning and Inference,86 (2000), 201--214.
• Kariya, T., Konno, Y. and Strawderman, W.E., Construction of shrinkage estimators for the regression coefficient matrix in the GMNOVA model. Communication in Statistics, Theory and Method, 28 (1999), 597--611.
• Konno, Y., Order--preserving estimators of eigenvalues of the scale matrix in the multivariate F distribution under Stein's loss function. In Appliesd Statistical Science III (S.E. Ahmed, et al. eds.), 203 -- 213. Nova Science Publishers, Inc., New York, 1998.
• Konno, Y., Kubokawa, T. and Saleh, A.K.Md.E., Shrinkage estimators in a mixed MANOVA and GMANOVA model. Statistics & Decisions, 15 (1997), 37--49.
• Kariya, T., Konno, Y. and Strawderman, W.E., Double shrinkage Estimators in the GMANOVA model. Journal of Multivariate Analysis, 56 (1996), 245--258.
• Shiraishi, T. and Konno, Y., On construction of improved estimators in multiple--design multivariate linear models under general restriction. Annals of Institute of Statistical Mathematics, 47 (1995), 665--674.
• Konno, Y., Estimation of a normal covariance matrix with incomplete data under Stein's loss. Journal of Multivariate Analysis, 52 (1995), 308--324.
• Konno, Y., On estimating eigenvalues of the scale matrix of the multivariate F distribution. Sankhya, Series A, 54 (1992), 241--251.
• Konno, Y., A note on estimating eigenvalues of scale matrix of the multivariate F distribution. Annals of the Institute of Statistical Mathematics, 43 (1991), 157--165.
• Konno, Y., On estimation of a matrix of normal mean with unknown covariance matrix. Journal of Multivariate Analysis, 36 (1991), 44--55.
• Konno, Y., Families of minimax estimators of matrix of normal means with unknown covariance matrix. Journal of the Japan Statistical Society, 20 (1990), 283--293.
• Kubokawa, T. and Konno, Y., Estimating the covariance matrix and the generalized variance under a symmetric loss. Annals of the Institute of Statistical Mathematics, 42 (1990), 331--343.
• Sugiura, N. and Konno, Y., Entropy loss and risk of improve estimators for the generalized variance and precision. Annals of the Institute of Statistical Mathematics, 40 (1988), 329--341.
• Konno, Y., Exact moments of the multivariate F and Beta distributions. Journal of the Japan Statistical Society, 18 (1988), 123--130.
• Sugiura, N and Konno, Y., Risk of improved estimators for generalized variance and precision. Advances in Multivariate Statistical Analysis, A. K. Gupta ed., (1987) 353--371.

Papers ( Japanese)

• 田栗正章(Taguri, T.)，橋本明浩(Hashimoto, A.)，今野良彦(Konno, Y.)， 欠席率を考慮した第一段階選抜倍率の決 定について. 大学入試研究ジャーナル　第８号(1998) 21--28.

Technical Reports

• Emura, T. and Konno, Y., Multivariate Parametric Approaches for Dependently Left-truncated Data, Technical reports of Mathematical Sciences, Chiba Univeristy, vol. 25, no.2.
• Tsukuma, H. and Konno, Y., Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses, revised version, December 2003.
• Tsukuma, H. and Konno, Y., Modifying the Graybill-Deal estimator of the common regression matrix in two growth curve models 講究録 1334 Approximations to the statistical distributions, 2003, 95-111.
• Tsukuma, H. and Konno, Y., Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses Submitted. September 2002. Technical Reports of Mathematical Sciences, Chiba University, vol. 18(2002), no. 12.
• Tsukuma, H. and Konno, Y., SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS, revised version. Submitted. September 2002. Technical Reports of Mathematical Sciences, Chiba University, vol. 18(2002), no. 8.
• Tsukuma, H. and Konno, Y., SIMULTANEOUS ESTIMATION OF SCALE MATRICES IN TWO-SAMPLE PROBLEM UNDER ELLIPTICALLY CONTOURED DISTRIBUTIONS, submitted. April 2002.
• Konno, Y., Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence. Technical Report No. 340, Department of Statistics, University of Washington, 1998. Revised version, 2000 April.

Manuscripts

• Konno, Y., Shrinkage estimation of a mean matrix of a multivariate complex normal distribution. 14 March 2007.

Unpublished manuscript

• Konno, Y., On estimating the matrix of mean, 1990. pdf file

Doctoral Thesis

• Improved estimation of matrix of normal mean and eigenvalues in the multivariate F-distribution, Tsukuba University, 1992.
  • whole chapters [2.37MB] and Download at Tsukuba Repositry
  • contents [92 KB]
  • chapter 1 [176KB]
  • chapter 2 [1.04MB]
  • chapter 3 [944KB]
  • references [176KB]

Click here to return Konno's home page.