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Prediction in Multivariate Mixed Linear Models
http://hdl.handle.net/2261/2456
http://hdl.handle.net/2261/24560b6b1a73-c6ee-48a3-83b7-897d1ec80a68
| Item type | テクニカルレポート / Technical Report(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2017-01-17 | |||||
| タイトル | ||||||
| タイトル | Prediction in Multivariate Mixed Linear Models | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Multivariate mixed liner model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | multivariate components of variances | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | small area estination | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | prediction | |||||
| 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 |
Kubokawa, Tatsuya
× Kubokawa, Tatsuya× M., S. Srivastava |
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| 著者所属 | ||||||
| 著者所属 | University of Tokyo | |||||
| 著者所属 | ||||||
| 著者所属 | University of Toronto | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | The multivariate mixed linear model or multivariate components of variance model with equal replications is considered.The paper addresses the problem of predicting the sum of the regression mean and the random e ects.When the feasible best linear unbiased predictors or empirical Bayes predictors are used,this prediction problem reduces to the estimation of the ratio of two covariance matrices.We propose scale invariant Stein type shrinkage estimators for the ratio of the two covariance matrices.Their dominance properties over the usual estimators including the unbiased one are established, and further domination results are shown by using information of order restriction between the two covariance matrices.It is also demonstrated that the empirical Bayes predictors that employs these improved estimators of the ratio of the two covariance matrices have uniformly smaller risks than the crude Efron-Morris type estimator in the context of estimation of a matrix mean in a xed e ects linear regression model where the components are unknown parameters. | |||||
| 内容記述 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | Journal of the Japan Statistical Society, 33, 2003, p. 245-270. 掲載予定. | |||||
| 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 2002-CF-180, 発行日 2002-10 |
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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Scheme | NDC | |||||
| 主題 | 330 | |||||
| Mathmatical Subject Classification | ||||||
| 62F11 | ||||||
| Mathmatical Subject Classification | ||||||
| 62J07 | ||||||
| Mathmatical Subject Classification | ||||||
| 62C15 | ||||||
| Mathmatical Subject Classification | ||||||
| 62C20 | ||||||
| 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/2002/2002cf180ab.html | |||||
