{"created":"2021-03-01T07:02:40.343220+00:00","id":42743,"links":{},"metadata":{"_buckets":{"deposit":"d15fa45e-a5f7-4a0b-8ac2-c802351b8bd3"},"_deposit":{"id":"42743","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42743"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042743"},"item_8_biblio_info_7":{"attribute_name":"\u66f8\u8a8c\u60c5\u5831","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2002-12","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"2002-CF-187","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 this paper we consider the problem of estimating the matrix of regression coefficients in a multivariate linear regression model in which the design matrix is near singular. Under the assumption of normality, we propose empirical Bayes ridge regression estimators with three types of shrinkage functions,that is, scalar, componentwise and matricial shrinkage. These proposed estimators are proved to be uniformly better than the least squares estimator, that is, minimax in terms of risk under the Strawderman's loss function. Through simulation and empirical studies, they are also shown to be useful in the multicollinearity cases.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"\u5185\u5bb9\u8a18\u8ff0","attribute_value_mlt":[{"subitem_description":"Journal of Multivariate Analysis, 2004. \u63b2\u8f09\u4e88\u5b9a.","subitem_description_type":"Other"},{"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/2002/2002cf187ab.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":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_17":{"attribute_name":"Mathmatical Subject Classification","attribute_value_mlt":[{"subitem_text_value":"62J07"},{"subitem_text_value":"62C12"},{"subitem_text_value":"62J05"},{"subitem_text_value":"62C10"}]},"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_4":{"attribute_name":"\u8457\u8005\u6240\u5c5e","attribute_value_mlt":[{"subitem_text_value":"University of Toronto"},{"subitem_text_value":"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":"Srivastava, M. S."}],"nameIdentifiers":[{"nameIdentifier":"98302","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kubokawa, Tatsuya"}],"nameIdentifiers":[{"nameIdentifier":"98303","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"\u30ad\u30fc\u30ef\u30fc\u30c9","attribute_value_mlt":[{"subitem_subject":"Ernpirical Bayes estimator","subitem_subject_scheme":"Other"},{"subitem_subject":"ridge regression estimator","subitem_subject_scheme":"Other"},{"subitem_subject":"multicollinearity","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate linear regression model","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate normal distribution","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":"Minimax Multivariate Empirical Bayes Estimators under Multicollinearity","item_titles":{"attribute_name":"\u30bf\u30a4\u30c8\u30eb","attribute_value_mlt":[{"subitem_title":"Minimax Multivariate Empirical Bayes Estimators under Multicollinearity"}]},"item_type_id":"8","owner":"1","path":["9/7435/7436","62/7433/7434"],"pubdate":{"attribute_name":"\u516c\u958b\u65e5","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42743","relation_version_is_last":true,"title":["Minimax Multivariate Empirical Bayes Estimators under Multicollinearity"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2021-03-02T02:08:40.297076+00:00"}