WEKO3
アイテム
{"_buckets": {"deposit": "a769125a-a0a7-4945-885f-0e722680f110"}, "_deposit": {"id": "42594", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42594"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042594", "sets": ["7436", "7434"]}, "item_8_biblio_info_7": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2013-09", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-901", "bibliographic_titles": [{"bibliographic_title": "Discussion paper series. CIRJE-F"}]}]}, "item_8_description_13": {"attribute_name": "フォーマット", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_8_description_5": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "In estimation of ratio of variances in two normal distributions with unknown means, it has been shown in the literature that simple and crude ratio estimators based on two sample variances are dominated by shrinkage estimators using information contained in sample means. Of these, a natural double shrinkage estimator is the ratio of shrinkage estimators of variances, but its improvement over the crude ratio estimator depends on loss functions, namely, the improvement has not been established except the Stein loss function. In this paper, this dominance property is shown for some convex loss functions including the Stein and quadratic loss functions in the general framework of distributions with positive parameters and shrinkage estimators. The resulting new finding is that the generalized Bayes estimator of the ratio of variances dominates the crude ratio estimator relative to the quadratic loss. The paper also shows that the dominance property of the double shrinkage estimator holds for estimation of the difference of variances, but it does not hold for estimation of the product and sum of variances. Finally, it is demonstrated that the double shrinkage estimators for the ratio, product, sum and differences of variances are connected to estimation of linear combinations of the normal positive means, and the dominance and non-dominance results of the double shrinkage estimators coincide with the corresponding dominance results in estimation of linear combinations of means.", "subitem_description_type": "Abstract"}]}, "item_8_description_6": {"attribute_name": "内容記述", "attribute_value_mlt": [{"subitem_description": "本文フィルはリンク先を参照のこと", "subitem_description_type": "Other"}]}, "item_8_publisher_20": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "日本経済国際共同センター"}]}, "item_8_relation_25": {"attribute_name": "関係URI", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.cirje.e.u-tokyo.ac.jp/research/dp/2013/2013cf901ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_source_id_10": {"attribute_name": "書誌レコードID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11450569", "subitem_source_identifier_type": "NCID"}]}, "item_8_text_21": {"attribute_name": "出版者別名", "attribute_value_mlt": [{"subitem_text_value": "Center for International Research on the Japanese Economy"}]}, "item_8_text_34": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "著者所属", "attribute_value_mlt": [{"subitem_text_value": "University of Tokyo"}]}, "item_access_right": {"attribute_name": "アクセス権", "attribute_value_mlt": [{"subitem_access_right": "metadata only access", "subitem_access_right_uri": "http://purl.org/coar/access_right/c_14cb"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Kubokawa, Tatsuya"}], "nameIdentifiers": [{"nameIdentifier": "97968", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Decision theory", "subitem_subject_scheme": "Other"}, {"subitem_subject": "generalized Bayes estimator", "subitem_subject_scheme": "Other"}, {"subitem_subject": "improved estimation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "minimaxity", "subitem_subject_scheme": "Other"}, {"subitem_subject": "quadratic loss", "subitem_subject_scheme": "Other"}, {"subitem_subject": "ratio", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Stein estimator", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Stein loss", "subitem_subject_scheme": "Other"}, {"subitem_subject": "variance", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters"}]}, "item_type_id": "8", "owner": "1", "path": ["7436", "7434"], "permalink_uri": "http://hdl.handle.net/2261/55375", "pubdate": {"attribute_name": "公開日", "attribute_value": "2013-09-17"}, "publish_date": "2013-09-17", "publish_status": "0", "recid": "42594", "relation": {}, "relation_version_is_last": true, "title": ["General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters"], "weko_shared_id": null}
General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters
http://hdl.handle.net/2261/55375
http://hdl.handle.net/2261/55375d451f195-9f63-41ee-9e78-0522ac6b5174
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-09-17 | |||||
タイトル | ||||||
タイトル | General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Decision theory | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | generalized Bayes estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | improved estimation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | minimaxity | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | quadratic loss | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | ratio | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Stein estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Stein loss | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | variance | |||||
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 |
|||||
著者所属 | ||||||
著者所属 | University of Tokyo | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | In estimation of ratio of variances in two normal distributions with unknown means, it has been shown in the literature that simple and crude ratio estimators based on two sample variances are dominated by shrinkage estimators using information contained in sample means. Of these, a natural double shrinkage estimator is the ratio of shrinkage estimators of variances, but its improvement over the crude ratio estimator depends on loss functions, namely, the improvement has not been established except the Stein loss function. In this paper, this dominance property is shown for some convex loss functions including the Stein and quadratic loss functions in the general framework of distributions with positive parameters and shrinkage estimators. The resulting new finding is that the generalized Bayes estimator of the ratio of variances dominates the crude ratio estimator relative to the quadratic loss. The paper also shows that the dominance property of the double shrinkage estimator holds for estimation of the difference of variances, but it does not hold for estimation of the product and sum of variances. Finally, it is demonstrated that the double shrinkage estimators for the ratio, product, sum and differences of variances are connected to estimation of linear combinations of the normal positive means, and the dominance and non-dominance results of the double shrinkage estimators coincide with the corresponding dominance results in estimation of linear combinations of means. | |||||
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-901, 発行日 2013-09 |
|||||
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 | |||||
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/2013/2013cf901ab.html |