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Simultaneous estimation of normal precision matrices
http://hdl.handle.net/2261/4032
http://hdl.handle.net/2261/4032a188bd28-2dab-4093-a5eb-dd6178724b35
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-06-03 | |||||
タイトル | ||||||
タイトル | Simultaneous estimation of normal precision matrices | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Bayes estimation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | common mean | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | decision theory | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | James-Stein estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | risk function | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | simultaneous estimation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | superharmonic function | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Tsukuma, Hisayuki
× Tsukuma, Hisayuki× Kubokawa, Tatsuya |
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著者所属 | ||||||
著者所属 | 東邦大学 | |||||
著者所属 | ||||||
著者所属 | 東京大学 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This paper treats the problem of simultaneously estimating the precision matrices in multivariate normal distributions. A condition for improvement on the unbiased estimators of the precision matrices is derived under a quadratic loss function. The improvement condition is similar to the superharmonic condition established by Stein (1981). The condition allows us not only to provide various alternative estimators such as shrinkage type and enlargement type estimators for the unbiased estimators, but also to present a condition on a prior density under which the resulting generalized Bayes estimators dominate the unbiased estimators. Also, a uni?ed method improving upon both the shrinkage and the enlargement type estimators is discussed. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-459, 発行日 2006-12 |
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書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 330 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2006/2006cf459ab.html |