{"created":"2021-03-01T07:02:04.217269+00:00","id":42212,"links":{},"metadata":{"_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","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","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":"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 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":"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/2012/2012cf858ab.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":"Faculty of Medicine, Toho University"},{"subitem_text_value":"Faculty of Economics, 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":"Tsukuma, Hisayuki"}],"nameIdentifiers":[{"nameIdentifier":"97155","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kubokawa, Tatsuya"}],"nameIdentifiers":[{"nameIdentifier":"97156","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","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":"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 Estimation of Restricted and Non-restricted Scale Parameter Matrices","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices"}]},"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":"42212","relation_version_is_last":true,"title":["Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices"],"weko_creator_id":"1","weko_shared_id":2},"updated":"2022-12-19T04:56:44.787570+00:00"}