• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

A study on estimation of restricted parameters and its applications

Research Project

Project/Area Number 20500260
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionToho University

Principal Investigator

TSUKUMA Hisayuki  Toho University, 医学部, 講師 (50424685)

Project Period (FY) 2008 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥2,210,000 (Direct Cost: ¥1,700,000、Indirect Cost: ¥510,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2008: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywords統計的推測 / ベイズ推定 / 統計的決定理論 / 縮小推定 / スタイン現象 / 多変量推測理論 / 縮小型推定 / 指数型分布族 / 楕円型分布族 / 位置母数
Research Abstract

This research addresses the problem of estimating restricted parameters from a decision-theoretic point of view. We propose new shrinkage estimators and generalized Bayes estimators which lie in the restricted action space, and discuss the minimaxity of the proposed estimators by analytical evaluation of their risk functions. Monte Carlo simulations show the proposed estimators have better risk performance than some estimators studied in the literature.

Report

(4 results)
  • 2010 Annual Research Report   Final Research Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (18 results)

All 2011 2010 2009 2008 Other

All Journal Article (17 results) (of which Peer Reviewed: 17 results) Remarks (1 results)

  • [Journal Article] Modifying estimators of ordered positive parameters under the Stein loss2011

    • Author(s)
      Tsukuma H., Kubokawa T.
    • Journal Title

      Journal of Multivariate Analysis 102

      Pages: 164-181

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Proper Bayes minimax estimators of the normal mean matrix with common unknown variances2010

    • Author(s)
      Tsukuma H.
    • Journal Title

      Journal of Statistical Planning and Inference 140

      Pages: 2596-2606

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution2010

    • Author(s)
      Tsukuma H.
    • Journal Title

      Journal of Multivariate Analysis 101

      Pages: 1483-1492

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution2010

    • Author(s)
      Tsukuma H.
    • Journal Title

      Statistics & Probability Letters 80

      Pages: 215-220

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Proper Bayes minimax estimators of the normal mean matrix with common unknown variances2010

    • Author(s)
      Tsukuma, H.
    • Journal Title

      Journal of Statistical Planning and Inference.

      Volume: 140 Pages: 2599-2606

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution2010

    • Author(s)
      Tsukuma, H.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 101 Pages: 1483-1492

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution2010

    • Author(s)
      Tsukuma, H.
    • Journal Title

      Statistics & Probability Letters

      Volume: 80 Pages: 215-220

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Shrinkage estimation in elliptically contoured distribution with restricted parameter space2009

    • Author(s)
      Tsukuma H.
    • Journal Title

      Statistics & Decisions 27

      Pages: 25-35

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix2009

    • Author(s)
      Tsukuma H.
    • Journal Title

      Journal of Multivariate Analysis 100

      Pages: 2296-2304

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Minimax estimation of normal precisions via expansion estimators2009

    • Author(s)
      Tsukuma H., Kubokawa T.
    • Journal Title

      Journal of Statistical Planning and Inference 139

      Pages: 295-309

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix2009

    • Author(s)
      Tsukuma, H.
    • Journal Title

      Journal of Multivariate Analysis 100

      Pages: 2296-2304

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Shrinkage estimation in elliptically contoured distribution with restricted parameter space2009

    • Author(s)
      Tsukuma, H.
    • Journal Title

      Statistics & Decisions 27

      Pages: 25-35

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Minimax estimation of normal precisions via expansion estimators2009

    • Author(s)
      Tsukuma, H., Kubokawa, T.
    • Journal Title

      Journal of Statistical Planning and Inference 139

      Pages: 295-309

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Minimaxity of the Stein risk-minimization estimator for a normal mean matrix2008

    • Author(s)
      Kubokawa T., Tsukuma H.
    • Journal Title

      Statistics & Decisions 26

      Pages: 243-261

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Admissibility and minimaxity of Bayes estimators for a normal mean matrix2008

    • Author(s)
      Tsukuma H.
    • Journal Title

      Journal of Multivariate Analysis 99

      Pages: 2251-2264

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Stein' s phenomenon in estimation of means restricted to a polyhedral convex cone2008

    • Author(s)
      H. Tsukuma, T. Kubokawa
    • Journal Title

      Journal of Multivariate Analysis 99

      Pages: 141-164

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Admissibility and minimaxity of Bayes estimators for a normal mean matrix2008

    • Author(s)
      H. Tsukuma
    • Journal Title

      Journal of Multivariate Analysis 99

      Pages: 2251-2264

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Remarks] 研究代表者のホームページ

    • URL

      http://www.lab.toho-u.ac.jp/med/minfo/tsukuma/

    • Related Report
      2010 Final Research Report

URL: 

Published: 2008-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi