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Non-minimaxity of Linear Combinations of Restricted Location Estimators and Related Problems
http://hdl.handle.net/2261/37288
http://hdl.handle.net/2261/3728808fa6672-a5f5-44bb-8749-27d41c3ff7df
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2017-01-17 | |||||
タイトル | ||||||
タイトル | Non-minimaxity of Linear Combinations of Restricted Location Estimators and Related Problems | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Decision theory | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | linear combination | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | location parameter | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | maximum likelihood estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | restricted parameter | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | restricted estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | scale parameter | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | truncated estimator | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Kubokawa, Tatsuya
× Kubokawa, Tatsuya× Strawderman, William E. |
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著者別名 | ||||||
識別子 | 98611 | |||||
識別子Scheme | WEKO | |||||
姓名 | 久保川, 達也 | |||||
著者所属 | ||||||
著者所属 | Faculty of Economics, University of Tokyo | |||||
著者所属 | ||||||
著者所属 | Department of Statistics, Rutgers University | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The estimation of a linear combination of several restricted location parameters is addressed from a decision-theoretic point of view. The corresponding linear combination of the best location equivariant and the unrestricted unbiased estimators is minimax. Since the locations are restricted, it is reasonable to use the linear combination of the restricted estimators such as maximum likelihood estimators. In this paper, a necessary and sufficient condition for such restricted estimators to be minimax is derived, and it is shown that the restricted estimators are not minimax when the number of the location parameters is large. The condition for the minimaxity is examined for some specific distributions. Finally, similar problems of estimating the product and sum of the restricted scale parameters are studied, and it is shown that similar non-dominance properties appear when the number of the scale parameters is large. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | Forthcoming in Journal of the Japan Statistical Society. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-749, 発行日 2010-07 |
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書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2010/2010cf749ab.html |