{"created":"2021-03-01T07:02:03.403196+00:00","id":42200,"links":{},"metadata":{"_buckets":{"deposit":"ee759c07-dca8-40c8-b91c-2416b2698ad8"},"_deposit":{"id":"42200","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42200"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042200","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-03","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-843","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":"This paper is concerned with estimation of a predictive density with parametric constraints under Kullback-Leibler loss. When an invariance structure is embedded in the problem, general and unified conditions for the minimaxity of the best equivariant predictive density estimator are derived. These conditions are applied to check minimaxity in various restricted parameter spaces in location and/or scale families. Further, it is shown that the generalized Bayes estimator against the uniform prior over the restricted space is minimax and dominates the best equivariant estimator in a location family when the parameter is restricted to an interval of the form [a0, ∞). Similar findings are obtained for scale parameter families. Finally, the presentation is accompanied by various observations and illustrations, such as normal, exponential location, and gamma model examples.","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/2012/2012cf843ab.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_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"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_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Department of Economics, University of Tokyo"},{"subitem_text_value":"Département de mathématiques, Université de Sherbrooke"},{"subitem_text_value":"Department of Statistics and Biostatistics, Rutgers University"}]},"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":"97132","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Marchand, Éric"}],"nameIdentifiers":[{"nameIdentifier":"97133","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Strawderman, William E."}],"nameIdentifiers":[{"nameIdentifier":"97134","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Turcotte, Jean-Philippe"}],"nameIdentifiers":[{"nameIdentifier":"97135","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Bayes estimators","subitem_subject_scheme":"Other"},{"subitem_subject":"decision theory","subitem_subject_scheme":"Other"},{"subitem_subject":"dominance","subitem_subject_scheme":"Other"},{"subitem_subject":"Kullback-Leibler loss","subitem_subject_scheme":"Other"},{"subitem_subject":"invariance","subitem_subject_scheme":"Other"},{"subitem_subject":"location family","subitem_subject_scheme":"Other"},{"subitem_subject":"location-scale family","subitem_subject_scheme":"Other"},{"subitem_subject":"minimaxity","subitem_subject_scheme":"Other"},{"subitem_subject":"order restriction","subitem_subject_scheme":"Other"},{"subitem_subject":"predictive density","subitem_subject_scheme":"Other"},{"subitem_subject":"restricted parameter space","subitem_subject_scheme":"Other"},{"subitem_subject":"scale family","subitem_subject_scheme":"Other"},{"subitem_subject":"AMS 2000 subject classifications: 62C20, 62C86, 62F10, 62F15, 62F30","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":"Minimaxity in Predictive Density Estimation with Parametric Constraints","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Minimaxity in Predictive Density Estimation with Parametric Constraints"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42200","relation_version_is_last":true,"title":["Minimaxity in Predictive Density Estimation with Parametric Constraints"],"weko_creator_id":"1","weko_shared_id":2},"updated":"2022-12-19T04:56:44.670103+00:00"}