MARUYAMA Yuzo

J-GLOBAL         Last updated: Oct 23, 2018 at 00:30
 
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Name
MARUYAMA Yuzo
Affiliation
The University of Tokyo
Section
Graduate School of Arts and Sciences Graduate Dept. of Advanced Social and International Studies
Job title
Professor
Degree
(BLANK)(The University of Tokyo), (BLANK)
Research funding number
30304728

Research Interests

 
 

Academic & Professional Experience

 
1998
 - 
2001
Kyushu University, Research Assistant
 

Education

 
 
 - 
1998
Graduate School, Division of Economics, The University of Tokyo
 
 
 - 
1994
Faculty of Liberal Arts, The University of Tokyo
 

Published Papers

 
Wang Min, Maruyama Yuzo
JOURNAL OF STATISTICAL PLANNING AND INFERENCE   196 19-29   Aug 2018   [Refereed]
Maruyama Yuzo, Strawderman William E.
JOURNAL OF MULTIVARIATE ANALYSIS   162 134-151   Nov 2017   [Refereed]
Wang Min, Maruyama Yuzo
BERNOULLI   22(4) 2080-2100   Nov 2016   [Refereed]
Maruyama Yuzo, Strawderman William E.
BIOMETRIKA   101(4) 992-998   Dec 2014   [Refereed]
Boisbunon A., Maruyama Y.
BIOMETRIKA   101(3) 733-740   Sep 2014   [Refereed]
George Edward I., Maruyama Yuzo
ECONOMETRIC REVIEWS   33(1-4) 251-269   Feb 2014   [Refereed]
Maruyama Yuzo, Strawderman William E.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE   143(6) 1091-1097   Jun 2013   [Refereed]
Maruyama Yuzo, George Edward I.
ANNALS OF STATISTICS   39(5) 2740-2765   Oct 2011   [Refereed]
Maruyama Yuzo
JOURNAL OF MULTIVARIATE ANALYSIS   100(8) 1845-1853   Sep 2009   [Refereed]
Yuzo Maruyama, William E. Strawderman
Journal of Multivariate Analysis   100(10) 2155-2166   Mar 2008   [Refereed]
We derive minimax generalized Bayes estimators of regression coefficients in
the general linear model with spherically symmetric errors under invariant
quadratic loss for the case of unknown scale. The class of estimators
generalizes the class con...
Yuzo Maruyama
Journal of Statistical Studies   26 77-84   Jan 2007   [Refereed]
We consider estimation of a multivariate normal mean vector under sum of
squared error loss. We propose a new class of smooth estimators parameterized
by \alpha dominating the James-Stein estimator. The estimator for \alpha=1
corresponds to the ge...
Maruyama Yuzo, Strawderman William Edward
JOURNAL OF STATISTICAL PLANNING AND INFERENCE   136(11) 3822-3836   Nov 2006   [Refereed]
Yuzo Maruyama, Akimichi Takemura
Journal of Multivariate Analysis   99 50-73   Apr 2008   [Refereed]
We give a sufficient condition for admissibility of generalized Bayes
estimators of the location vector of spherically symmetric distribution under
squared error loss. Compared to the known results for the multivariate normal
case, our sufficient ...
Yuzo Maruyama, William E. Strawderman
Annals of Statistics   33(4) 1753-1770   Aug 2005   [Refereed]
Let y=A\beta+\epsilon, where y is an N\times1 vector of observations, \beta
is a p\times1 vector of unknown regression coefficients, A is an N\times p
design matrix and \epsilon is a spherically symmetric error term with unknown
scale parameter \s...
Maruyama Y, Strawderman W
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS   57(1) 157-165   Mar 2005   [Refereed]
Maruyama Y, Iwasaki K
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS   57(1) 145-156   Mar 2005   [Refereed]
Maruyama Y
JOURNAL OF MULTIVARIATE ANALYSIS   88(2) 320-334   Feb 2004   [Refereed]
Maruyama Y
JOURNAL OF MULTIVARIATE ANALYSIS   84(2) 274-283   Feb 2003   [Refereed]
Maruyama Y
JOURNAL OF MULTIVARIATE ANALYSIS   78(1) 159-160   Jul 2001   [Refereed]
Yuzo Maruyama
Statistics and Risk Modeling   17 137-140   Jan 1999   [Refereed]
In the estimation of a multivariate normal mean for the case where the unknown covariance matrix is proportional to the identity matrix, A class of generalized Bayes estimators dominating the James-Stein rule is obtained. It is noted that a sequen...
Yuzo Maruyama
Metrika   48 209-214   Jan 1998   [Refereed]
In the estimation problem of unknown variance of a multivariate normal distribution, a new class of minimax estimators is obtained. It is noted that a sequence of estimators in our class converges to the Stein's truncated estimator. © Springer-Ver...
Yuzo Maruyama
Statistics & Probability Letters   36 269-274   Dec 1997   [Refereed]
The problem of estimating the quadratic loss function for the estimator of a multivariate normal mean is considered. A positive estimator which dominates Johnstone (1987)'s shrinkage rule is given. © 1997 Published by Elsevier Science B.V.

Misc

 
Yuzo Maruyama, William E. Strawderman
   Oct 2018
This paper reviews minimax best equivariant estimation in these invariant
estimation problems: a location parameter, a scale parameter and a (Wishart)
covariance matrix. We briefly review development of the best equivariant
estimator as a generali...
Yuzo Maruyama, William E. Strawderman
   Oct 2017
This paper investigates estimation of the mean vector under invariant
quadratic loss for a spherically symmetric location family with a residual
vector with density of the form Tex, where $\et...
Yuzo Maruyama, Toshio Ohnishi
   May 2016
We investigate Bayesian shrinkage methods for constructing predictive
distributions. We consider the multivariate Normal model with a known
covariance matrix and show that the Bayesian predictive density with respect to
Stein's harmonic prior domi...
Yuzo Maruyama
   Jan 2015
Moran's I statistic, a popular measure of spatial autocorrelation, is
revisited. The exact range of Moran's I is given as a function of spatial
weights matrix. We demonstrate that some spatial weights matrices lead the
absolute value of upper (low...
Yuzo Maruyama
   Feb 2014
A new class of minimax Stein-type shrinkage estimators of a multivariate
normal mean is studied where the shrinkage factor is based on an l_p norm. The
proposed estimators allow some but not all coordinates to be estimated by 0
thereby allow spars...

Research Grants & Projects

 
Ministry of Education, Culture, Sports, Science and Technology: Grants-in-Aid for Scientific Research(若手研究(B))
Project Year: 2009 - 2010    Investigator(s): Yuzo MARUYAMA
For the balanced ANOVA setup, we propose a new closed form Bayes factor without integral representation, which is however based on fully Bayes method, with reasonable model selection consistency for two asymptotic situations (either number of leve...
Ministry of Education, Culture, Sports, Science and Technology: Grants-in-Aid for Scientific Research(若手研究(B))
Project Year: 2007 - 2008    Investigator(s): Yuzo MARUYAMA
Study on optimality of statistical inference