{"_buckets": {"deposit": "38453335-7b4c-4523-9246-32b3f5e4d149"}, "_deposit": {"id": "42212", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42212"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042212"}, "item_8_biblio_info_7": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2012-09", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-858", "bibliographic_titles": [{"bibliographic_title": "Discussion paper series. CIRJE-F"}]}]}, "item_8_description_13": {"attribute_name": "\u30d5\u30a9\u30fc\u30de\u30c3\u30c8", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_8_description_5": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "In estimation of the normal covariance matrix, finding a least favorable sequence of prior distributions has been an open question for a long time. In this paper, we address the classical problem and succeed in construction of such a sequence, which establishes minimaxity of the best equivariant estimator. We also derive unified conditions for a sequence of prior distributions to be least favorable in the general estimation problem with an invariance structure. These unified conditions are applied to both restricted and non-restricted cases of parameters, and we give a couple of examples which show minimaxity of the best equivariant estimators under restrictions of the covariance matrix.", "subitem_description_type": "Abstract"}]}, "item_8_description_6": {"attribute_name": "\u5185\u5bb9\u8a18\u8ff0", "attribute_value_mlt": [{"subitem_description": "\u672c\u6587\u30d5\u30a3\u30eb\u306f\u30ea\u30f3\u30af\u5148\u3092\u53c2\u7167\u306e\u3053\u3068", "subitem_description_type": "Other"}]}, "item_8_publisher_20": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "\u65e5\u672c\u7d4c\u6e08\u56fd\u969b\u5171\u540c\u30bb\u30f3\u30bf\u30fc"}]}, "item_8_relation_25": {"attribute_name": "\u95a2\u4fc2URI", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.cirje.e.u-tokyo.ac.jp/research/dp/2012/2012cf858ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_source_id_10": {"attribute_name": "\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11450569", "subitem_source_identifier_type": "NCID"}]}, "item_8_subject_15": {"attribute_name": "\u65e5\u672c\u5341\u9032\u5206\u985e\u6cd5", "attribute_value_mlt": [{"subitem_subject": "335", "subitem_subject_scheme": "NDC"}]}, "item_8_text_21": {"attribute_name": "\u51fa\u7248\u8005\u5225\u540d", "attribute_value_mlt": [{"subitem_text_value": "Center for International Research on the Japanese Economy"}]}, "item_8_text_34": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "\u8457\u8005\u6240\u5c5e", "attribute_value_mlt": [{"subitem_text_value": "Faculty of Medicine, Toho University"}, {"subitem_text_value": "Faculty of Economics, University of Tokyo"}]}, "item_access_right": {"attribute_name": "\u30a2\u30af\u30bb\u30b9\u6a29", "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": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Tsukuma, Hisayuki"}], "nameIdentifiers": [{"nameIdentifier": "97155", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Kubokawa, Tatsuya"}], "nameIdentifiers": [{"nameIdentifier": "97156", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "\u30ad\u30fc\u30ef\u30fc\u30c9", "attribute_value_mlt": [{"subitem_subject": "Bayesian inference", "subitem_subject_scheme": "Other"}, {"subitem_subject": "equivariance", "subitem_subject_scheme": "Other"}, {"subitem_subject": "least favorable prior", "subitem_subject_scheme": "Other"}, {"subitem_subject": "minimax estimation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "restricted parameter space", "subitem_subject_scheme": "Other"}, {"subitem_subject": "statistical decision theory", "subitem_subject_scheme": "Other"}, {"subitem_subject": "AMS 2010 subject classifications: Primary 62C20; secondary 62F10, 62C10.", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices"}]}, "item_type_id": "8", "owner": "1", "path": ["9/7435/7436", "62/7433/7434"], "permalink_uri": "http://hdl.handle.net/2261/52159", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2013-05-31"}, "publish_date": "2013-05-31", "publish_status": "0", "recid": "42212", "relation": {}, "relation_version_is_last": true, "title": ["Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices"], "weko_shared_id": 2}