椎名洋

椎名 洋（しいな よう）は、日本の統計学者・経済学者。信州大学経済学部教授。専門分野は統計科学、情報科学。特に、統計的決定理論、多変量解析。

**略歴**

**学歴**
 1986年 東京大学法学部 卒業- 1992年 東京大学大学院経済学研究科 博士課程 単位取得退学- 2004年 東京大学 経済学博士

**職歴**
 1992年 - 1995年 信州大学 経済学部 講師- 1995年 - 2004年 信州大学 経済学部 助教授- 2004年 - 2018年 信州大学 経済学部 教授- 2019年 - 滋賀大学 データサイエンス学部 学部長

**主な論文**
Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions, JOURNAL OF MULTIVARIATE ANALYSIS , 102(4):801-815 2011(Apr.)　Author:Yo Sheena; Akimichi Takemura 10.1016/j.jmva.2010.12.007
*Asymptotic Distribution of Wishart Matrix for Block-wise Dispersion of Population Eigenvalues, Journal of Multivariate Analysis , 99(4):751-775 2008　Author:Yo Sheena; Akimichi Takemura
*Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues　Sankhya , 69(4):717-733 2007　Author:Yo Sheena; Akimichi Takemura
*An asymptotic expansion of Wishart distribution when the population eigenvalues are nfinitely dispersed　Statistical Methodology , 4(2):158-184 2007 Author:Yo Sheena; Akimichi Takemura
*Order-preserving estimators and an inequality on the integration of zonal polynomial Communications in Statistics -Theory and Methods- , 34(7):1503-1516 2005 Author:Yo Sheena
*New estimator for functions of the canonical correlation coefficients Journal of Statistical Planning and Inference , 131(1):41-61 2005 Author:Yo Sheena and Arjun, K. Gupta
*Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix Journal of Multivariate Analysis , 94:271--299 2005, Author:Akimichi Takemura and Yo Sheena
*Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution Journal of Multivariate Analysis , 93(1):1-20 2005 Author:Arjun, K. Gupta, Yo Sheena and Yasunori Fujikoshi
*Estimation of a multivariate normal covariance matrix under a certain structure, Statistics , 38(5):371--379 2004(Oct.) Author:Arjun, K. Gupta and Yo Sheena
*New estimators of discriminant coefficients as the gradient of log-odds, Annals of the Institute of Statistical Mathematics , 56(4):757-770 2004, Author:Yo Sheena and Arjun K. Gupta
*Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution Annals of the Institute of Statistical Mathematics , 56(1):101-125 2004, Author:Yo Sheena, Arjun K. Gupta, Yasunori Fujikoshi
*On Minimaxity of the Normal Precision Matrix Estimator of Krishnamoorthy and Gupta, Statistics , 37(5):387-399 2003(Oct.) Author:Yo Sheena
*Estimation of the multivariate normal covariance matrix under some restrictions Statistics and Decisions , 21:327-342 2003 Author:Yo Sheena, Arjun K. Gupta
*On Minimaxity of some orthogonally Invariant Estimators of Bivariate Normal Dispersion Matrix, Journal of Japan Statistical Society , 32(2):193-207 2002 Author:Yo Sheena
*Inadmissibility of Non-order-Preserving Orthogonally Invariant Estimators of the Precision Matrix under Stein's Loss Calcutta Statistical Association Bulletin , 53:185-202 2002 Author:Yo Sheena
*Unbiased estimator of risk for an orthogonally invariant estimator of a covariance matrix, Journal of Japan Statistical Society , 25(1):35-48 1995 Author:Yo Sheena
*Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss Journal of Multivariate Analysis , 41(1):117-131 1992, Author:Yo Sheena, Akimichi Takemura

**脚注**

**外部リンク**
  SOAR 研究者総覧 椎名洋- 80242709