{"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","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","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":"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 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":"内容記述","attribute_value_mlt":[{"subitem_description":"Journal of Multivariate Analysis, 2004. 掲載予定.","subitem_description_type":"Other"},{"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/2002/2002cf187ab.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_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":"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 Toronto"},{"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":"Srivastava, M. S."}],"nameIdentifiers":[{"nameIdentifier":"98302","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kubokawa, Tatsuya"}],"nameIdentifiers":[{"nameIdentifier":"98303","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","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":"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":"Minimax Multivariate Empirical Bayes Estimators under Multicollinearity","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Minimax Multivariate Empirical Bayes Estimators under Multicollinearity"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","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":"2022-12-19T04:17:40.408402+00:00"}