| Project/Area Number |
22530208
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Kobe University |
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Principal Investigator |
OHTANI Kazuhiro 神戸大学, 大学院・経済学研究科, 教授 (00106626)
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| Project Period (FY) |
2010 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
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| Keywords | 統計学 / 計量経済学 / 予備検定推定量 / 平均自乗誤差 / Stein 型推定量 / 平均自乗誤差推定量 / 多変量 t 分布 / リッジ回帰推定量 / 不等式制約 / 混合型予備検定推定量 / 決定係数 / Pitmanの近さ規準 / LINEX損失関数 / 自由度修正決定係数 / 加重平均推定量 |
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| Research Abstract |
In this research, assuming the quadratic and non-quadratic loss functions, we formulate the alternative risk functions, and examine the risk performances of the shrinkage and pre-test shrinkage estimators. We derive the exact formulas of the risk functions, and show various properties of the risk functions of shrinkage and pre-test shrinkage estimators under alternative loss functions.
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