Comparison of shrinkage estimators under alternative criteria
| Project/Area Number |
22530208
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Economic statistics
|
|---|
| Research Institution | Kobe University |
|---|
Principal Investigator |
OHTANI Kazuhiro 神戸大学, 大学院・経済学研究科, 教授 (00106626)
|
|---|
| Project Period (FY) |
2010 – 2012
|
| Project Status |
Completed (Fiscal Year 2012)
|
| 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)
|
|---|
| 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 |
|---|
| 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.
|
Report
(4 results)
Research Products
(17 results)
