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Admissibility and Minimaxity of Benchmarked Shrinkage Estimators
http://hdl.handle.net/2261/50200
http://hdl.handle.net/2261/502007ff73fed-532c-4f9e-a485-0bd12302ed5f
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 | Admissibility and Minimaxity of Benchmarked Shrinkage Estimators | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Admissibility | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | benchmark | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | constrained Bayes estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | decision theory | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | dominance result | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | empirical Bayes | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Fay-Herriot model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | minimaxity | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | multivariate normal distribution | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | quadratic loss function | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | risk function | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | small area estimation | |||||
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 |
Kubokawa, Tatsuya
× Kubokawa, Tatsuya× Strawderman, William E. |
|||||
著者所属 | ||||||
著者所属 | Faculty of Economics, University of Tokyo | |||||
著者所属 | ||||||
著者所属 | Department of Statistics, Rutgers University | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This paper studies decision theoretic properties of benchmarked estimators which are of some importance in small area estimation problems. Benchmarking is intended to improve certain aggregate properties (such as study-wide averages) when model based estimates have been applied to individual small areas. We study admissibility and minimaxity properties of such estimators by reducing the problem to one of studying these problems in a related derived problem. For certain such problems we show that unconstrained solutions in the original (unbenchmarked) problem give unconstrained Bayes, minimax or admissible estimators which automatically satisfy the benchmark constraint. We illustrate the results with several examples. Also, minimaxity of a benchmarked empirical Bayes estimator is shown in the Fay-Herriot model, a frequently used model in small area estimation. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | The title is changed as "Dominance properties of constrained Bayes and empirical Bayes estimators"; forthcoming in Bernoulli. | |||||
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-809, 発行日 2011-07 |
|||||
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 | 335 | |||||
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/2011/2011cf809ab.html |