WEKO3
アイテム
{"_buckets": {"deposit": "5018c138-2b09-4b50-86e1-db94149ebbf9"}, "_deposit": {"id": "42903", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42903"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042903", "sets": ["7436", "7434"]}, "item_8_biblio_info_7": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2011-01", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-786", "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": "This papThis paper studies minimaxity of estimators of a set of linear combinations of location parameters μi, l = 1, . . . , k under quadratic loss. When each location parameter is known to be positive, previous results about minimaxity or non-minimaxity are extended from the case of estimating a single linear combination, to estimating any number of linear combinations. Necessary and/or sufficient conditions for minimaxity of general estimators are derived. Particular attention is paid to the generalized Bayes estimator with respect to the uniform distribution and to the truncated version of the unbiased estimator (which is the maximum likelihood estimator for symmetric unimodal distributions). A necessary and sufficient condition for minimaxity of the uniform prior generalized Bayes estimator is particularly simple; If one estimates θ = Aµ where A is an l × k known matrix, the estimator is minimax if and only if (AAt)ij ≤ 0 for any i and j, (i ≠ j). This condition is also sufficient (but not necessary) for minimaxity of the MLE", "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/2011/2011cf786ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_relation_29": {"attribute_name": "異版あり", "attribute_value_mlt": [{"subitem_relation_type": "hasVersion", "subitem_relation_type_id": {"subitem_relation_type_id_text": "http://doi.org/10.1016/j.jmva.2011.05.009", "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_34": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "著者所属", "attribute_value_mlt": [{"subitem_text_value": "Faculty of Economics, University of Tokyo"}, {"subitem_text_value": "Department of Statistics, Rutgers University"}]}, "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": "98658", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Strawderman, William E."}], "nameIdentifiers": [{"nameIdentifier": "98659", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Decision theory", "subitem_subject_scheme": "Other"}, {"subitem_subject": "generalized Bayes", "subitem_subject_scheme": "Other"}, {"subitem_subject": "linear combination", "subitem_subject_scheme": "Other"}, {"subitem_subject": "location parameter", "subitem_subject_scheme": "Other"}, {"subitem_subject": "location-scale family", "subitem_subject_scheme": "Other"}, {"subitem_subject": "maximum likelihood estimator", "subitem_subject_scheme": "Other"}, {"subitem_subject": "minimaxity", "subitem_subject_scheme": "Other"}, {"subitem_subject": "restricted parameter", "subitem_subject_scheme": "Other"}, {"subitem_subject": "restricted estimator", "subitem_subject_scheme": "Other"}, {"subitem_subject": "truncated estimator", "subitem_subject_scheme": "Other"}, {"subitem_subject": "quadratic loss", "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 Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators"}]}, "item_type_id": "8", "owner": "1", "path": ["7436", "7434"], "permalink_uri": "http://hdl.handle.net/2261/43061", "pubdate": {"attribute_name": "公開日", "attribute_value": "2017-01-17"}, "publish_date": "2017-01-17", "publish_status": "0", "recid": "42903", "relation": {}, "relation_version_is_last": true, "title": ["A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators"], "weko_shared_id": null}
A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators
http://hdl.handle.net/2261/43061
http://hdl.handle.net/2261/430619591f088-4cce-48c7-8f1f-d062b5c01cd8
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 | A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators | |||||
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 | generalized Bayes | |||||
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 | location-scale family | |||||
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 | minimaxity | |||||
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 | truncated estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | quadratic loss | |||||
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. |
|||||
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 | This papThis paper studies minimaxity of estimators of a set of linear combinations of location parameters μi, l = 1, . . . , k under quadratic loss. When each location parameter is known to be positive, previous results about minimaxity or non-minimaxity are extended from the case of estimating a single linear combination, to estimating any number of linear combinations. Necessary and/or sufficient conditions for minimaxity of general estimators are derived. Particular attention is paid to the generalized Bayes estimator with respect to the uniform distribution and to the truncated version of the unbiased estimator (which is the maximum likelihood estimator for symmetric unimodal distributions). A necessary and sufficient condition for minimaxity of the uniform prior generalized Bayes estimator is particularly simple; If one estimates θ = Aµ where A is an l × k known matrix, the estimator is minimax if and only if (AAt)ij ≤ 0 for any i and j, (i ≠ j). This condition is also sufficient (but not necessary) for minimaxity of the MLE | |||||
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-786, 発行日 2011-01 |
|||||
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/2011/2011cf786ab.html | |||||
異版あり | ||||||
関連タイプ | hasVersion | |||||
識別子タイプ | URI | |||||
関連識別子 | http://doi.org/10.1016/j.jmva.2011.05.009 |