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Minimaxity in Estimation of Restricted Parameters
http://hdl.handle.net/2261/2546
http://hdl.handle.net/2261/2546b9e446d4-d510-4d21-91de-a03e31d40d5f
| Item type | テクニカルレポート / Technical Report(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2006-11-16 | |||||
| タイトル | ||||||
| タイトル | Minimaxity in Estimation of Restricted Parameters | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 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 |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | This paper is concerned with estimation of the restricted parameters in location and/or scale families from a decision-theoretic point of view. A simple method is provided to show the minimaxity of the best equivariant and unrestricted estimators. This is based on a modification of the known method of Girshick and Savage (1951) and can be applied to more complicated cases of restriction in the location-scale family. Classes of minimax estimators are also constructed by using the IERD method of Kubokawa (1994a, b): Especially, the paper succeeds in constructing such a class for estimating a restricted mean in a normal distribution with an unknown variance. | |||||
| 内容記述 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | Journal of the Japan Statistical Society, vol.34, 2004. 掲載予定. | |||||
| 書誌情報 |
Discussion paper series. CIRJE-F 巻 2004-CF-270, 発行日 2004-03 |
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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 | |||||
| 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 | ||||||
