{"created":"2021-03-01T07:02:49.322477+00:00","id":42875,"links":{},"metadata":{"_buckets":{"deposit":"8d12a452-64d2-4f33-8148-31b0c717574a"},"_deposit":{"id":"42875","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42875"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042875","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-03","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-723","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 a linear combination of several restricted location parameters is addressed from a decision-theoretic point of view. A bench-mark estimator of the linear combination is an unbiased estimator, which is minimax, but inadmissible relative to the mean squared error. An interesting issue is what is a prior distribution which results in the generalized Bayes and minimax estimator. Although it seems plausible that the generalized Bayes estimator against the uniform prior over the restricted space should be minimax, it is shown to be not minimax when the number of the location parameters, k, is more than or equal to three, while it is minimax for k = 1. In the case of k = 2, a necessary and sufficient condition for the minimaxity is given, namely, the minimaxity depends on signs of coefficients of the linear combination. When the underlying distributions are normal, we can obtain a prior distribution which results in the generalized Bayes estimator satisfying minimaxity and admissibility. Finally, it is demonstrated that the estimation of ratio of normal variances converges to the estimation of difference of the normal positive means, which gives a motivation of the issue studied here.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"Subsequently publishe as \"Contemporary Developments in Bayesain Analysis and Statistical Decision Theory: A Festschrift for William E. Strawderman\", IMS Collections, Vol. 8, 24-41, Institute of Mathematical Statistics (2012).","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/2010/2010cf723ab.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 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":"Kubokawa, Tatsuya"}],"nameIdentifiers":[{"nameIdentifier":"98579","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Admissibility","subitem_subject_scheme":"Other"},{"subitem_subject":"decision theory","subitem_subject_scheme":"Other"},{"subitem_subject":"generalized Bayes estimator","subitem_subject_scheme":"Other"},{"subitem_subject":"minimaxity","subitem_subject_scheme":"Other"},{"subitem_subject":"restricted parameters","subitem_subject_scheme":"Other"},{"subitem_subject":"Stein 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":"Minimax Estimation of Linear Combinations of Restricted Location Parameters","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Minimax Estimation of Linear Combinations of Restricted Location Parameters"}]},"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":"42875","relation_version_is_last":true,"title":["Minimax Estimation of Linear Combinations of Restricted Location Parameters"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:18:00.832678+00:00"}