{"created":"2021-03-01T07:02:15.670589+00:00","id":42378,"links":{},"metadata":{"_buckets":{"deposit":"e4eaff21-7da3-4f13-b034-2a8426757940"},"_deposit":{"id":"42378","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42378"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042378","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2004-02","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"2004-CF-264","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":"The estimation of the precision matrix of the Wishart distribution is one of classical problems studied in a decision-theoretic framework and is related to estimation of mean and covariance matrices of a multivariate normal distribution. This paper revisits the estimation problem of the precision matrix and investigates how it connects with the theory of the covariance estimation from a decision-theoretic aspect. To evaluate estimators in terms of risk functions, we employ two kinds of loss functions: the non-scale-invariant loss and the scale-invariant loss functions which are induced from estimation of means. Using the same methods as in the estimation of the covariance matrix, we derive not only the James-Stein type of estimators improving on the Stein type one under the non-scale-invariant loss. It is observed that dominance properties given in the estimation of the covariance matrix do not necessarily hold in our setup under the non-scale-invariant loss, but still hold relative to the scale-invariant loss. The simulation studies are given, and estimators having superior risk performances are proposed.s.","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/2004/2004cf264ab.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":"330","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":"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":"97571","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Covariance matrix","subitem_subject_scheme":"Other"},{"subitem_subject":"decision theory","subitem_subject_scheme":"Other"},{"subitem_subject":"empirical Bayes procedure","subitem_subject_scheme":"Other"},{"subitem_subject":"James-Stein estimator","subitem_subject_scheme":"Other"},{"subitem_subject":"mean matrix","subitem_subject_scheme":"Other"},{"subitem_subject":"minimaxity","subitem_subject_scheme":"Other"},{"subitem_subject":"precision matrix","subitem_subject_scheme":"Other"},{"subitem_subject":"shrinkage estimation","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":"A Revisit to Estimation of the Precision Matrix of the Wishart Distribution","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A Revisit to Estimation of the Precision Matrix of the Wishart Distribution"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42378","relation_version_is_last":true,"title":["A Revisit to Estimation of the Precision Matrix of the Wishart Distribution"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:14:28.864955+00:00"}