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。 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 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 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 doi: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