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New development of statistical estimation on restricted parameters space

Research Project

Project/Area Number 26330047
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionMejiro University

Principal Investigator

WATANABE(CHANG) Genso(Yuan-Tsung)  目白大学, 社会学部, 教授 (40227343)

Co-Investigator(Kenkyū-buntansha) 篠崎 信雄  慶應義塾大学, 理工学部(矢上), 名誉教授 (70051886)
Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2016: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2015: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords線形不等式 / 制約条件の下の最尤推定量 / Generalized Bayes 推定量 / 許容的な推定量 / 確率優越性 / Pitman nearness 評価基準 / Generalized Bayes推定量 / 不偏推定量 / Pitman nearness評価基準 / 制約条件のある母数空間 / Pitman nearness / 一般ベイス推定量 / 縮小推定量 / 制約条件を満たす最尤推定量 / Pitman Nearness / 一般ベイズ推定量 / 制約条件を満たした最尤推定量
Outline of Final Research Achievements

We have obtained two main results: 1) The estimation of two ordered normal means when covariance is known: We have shown that restricted maximum likelihood estimator (RMLE) dominates both estimators proposed by Hwang and Peddada (1994) and Peddada et al. (2005) under stochastic and Pitman nearness criterion. Estimation of linear functions of ordered means is also considered and a necessary and sufficient condition on the coefficients is given for the RMLE to dominate the other estimators under MSE.
2) Simultaneous estimation of p positive normal means when the common variance is unknown: We have studied estimation of several non-negative normal means under sum of squared errors loss when the common variance is unknown. In particular we consider a multivariate shrinkage version of the Katz estimator and show that it dominates the vector version of the Katz estimator which, in the known variance case, is generalized Bayes with respect to the uniform prior over the positive orthant.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (20 results)

All 2017 2016 2015 2014

All Journal Article (6 results) (of which Int'l Joint Research: 4 results,  Peer Reviewed: 6 results,  Acknowledgement Compliant: 6 results,  Open Access: 2 results) Presentation (14 results) (of which Int'l Joint Research: 4 results)

  • [Journal Article] Estimation of two ordered normal means when a covariance matrix is known2017

    • Author(s)
      Yuan-Tsung Chang, Kazufumi Fukuda, Nobuo Shinozaki
    • Journal Title

      Statistics (A Journal of Theoretical and Applied Statistics)

      Volume: 印刷中 Issue: 5 Pages: 1095-1104

    • DOI

      10.1080/02331888.2017.1293059

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Similtaneous estimation of p positive normal means with common unknown variance2017

    • Author(s)
      Yuan-Tsung Chang, Willam E. Strawderman
    • Journal Title

      Statistics and Probability Letters

      Volume: 121 Pages: 83-89

    • DOI

      10.1016/j.spl.2016.10.012

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Estimation of two ordered normal means under modified Pitman nearness criterion2015

    • Author(s)
      Yuan-Tsung Chang, Nobuo, Shinozaki
    • Journal Title

      Annal of the Institute of Statistics mathematics

      Volume: 67 Issue: 5 Pages: 863-883

    • DOI

      10.1007/s10463-014-0479-4

    • NAID

      40020592253

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] A note on stochastic domination for discrete exponential families2015

    • Author(s)
      Yuan-Tsung Chang, William E. Strawderman
    • Journal Title

      Statistics and Probability Letters

      Volume: 98 Pages: 131-135

    • Related Report
      2015 Research-status Report 2014 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Estimation of two ordered normal means under modified Pitman nearness criterion2015

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 67

    • NAID

      40020592253

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Stocastic domination in predictive density estimaion for ordered normal means under α-divergence loss2014

    • Author(s)
      Chang Yuan-Tsung, William E, Strawderman
    • Journal Title

      Journal of multivariate analysis

      Volume: 128 Pages: 1-9

    • DOI

      10.1016/j.jmva.2014.02.014

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] 事前情報に基づくp個のポアソン母平均の縮小推定量とその応用2017

    • Author(s)
      張 元宗、篠崎 信雄
    • Organizer
      応用統計学会2017年年会
    • Place of Presentation
      中央大学後楽園キャンパス(東京都・文京区)
    • Related Report
      2016 Annual Research Report
  • [Presentation] Shrinkage estimators of Poisson means based on prior information and its applications to multiplicative Poisson models2016

    • Author(s)
      Yaun-Tsung Chang, Nobuo Shinozaki
    • Organizer
      9th international conference of the ERCIM WG on computational and methodological statistics 2016
    • Place of Presentation
      university of Seville, Spain
    • Year and Date
      2016-12-09
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 事前情報に基づくp個のポアソン母平均の縮小推定量2016

    • Author(s)
      張 元宗、篠崎 信雄
    • Organizer
      2016年度統計関連学会連合大会
    • Place of Presentation
      金沢大学 角間キャンパス(石川県・金沢市)
    • Year and Date
      2016-09-04
    • Related Report
      2016 Annual Research Report
  • [Presentation] NEW TYPES OF SHRINKAGE ESTIMATORS OF POISSON MEANS2016

    • Author(s)
      Yaun-Tsung Chang, Nobuo Shinozaki
    • Organizer
      The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      The Chinese univerisy of Hong Kong
    • Year and Date
      2016-06-27
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 分散共分散が既知の場合における順序制約がある2つの正規母平均の推定問題2016

    • Author(s)
      張 元宗、篠崎信雄
    • Organizer
      応用統計学会2016年年会
    • Place of Presentation
      統計数理研究所 大会議室(東京都・立川市)
    • Year and Date
      2016-03-17
    • Related Report
      2015 Research-status Report
  • [Presentation] An analysis of the Career Checkup using Selective Multi-group Principal Component Regression and Ridge Regression2015

    • Author(s)
      Sho Kawasaki and Genso Watanabe and Takenori Takahashi
    • Organizer
      8th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Place of Presentation
      Senate house University of London
    • Year and Date
      2015-12-12
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Comparison between Principal Component Regression Based on Grouping Organized by Extra Criterion and Ridge Regression2015

    • Author(s)
      Yuan-Tsung Chang, Takenori Takahashi
    • Organizer
      ANQ Congress 2015
    • Place of Presentation
      Taiwan, Teipei
    • Year and Date
      2015-09-21
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 順序がある2つ正規母平均の推定-分散共分散行列が既知の場合2015

    • Author(s)
      張 元宗、篠崎 信雄
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学(岡山県・岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Research-status Report
  • [Presentation] 確率優越性及びPitman nearness 評価基準の下で平均と分散の双方に順序制約がある場合の2つの正規母集団の平均の推定とその応用2015

    • Author(s)
      張 元宗、篠崎信雄
    • Organizer
      2015春応用統計学会
    • Place of Presentation
      京都大学・芝蘭会館(京都府京都市)
    • Year and Date
      2015-03-13 – 2015-03-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Stochastic domination in pridictive denity estimation for ordered normal means under alpha-divergence loss2014

    • Author(s)
      Chang, Yuan-Tsung, William, E. Strawderman
    • Organizer
      The 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014)
    • Place of Presentation
      University of Pisa, Italy, Pisa
    • Year and Date
      2014-12-06 – 2014-12-08
    • Related Report
      2014 Research-status Report
  • [Presentation] Pitman nearness基準の下で平均と分散の双方に順序制約がある場合の2つの正規母集団の平均の推定とその応用2014

    • Author(s)
      張 元宗、篠崎信雄
    • Organizer
      科研費基盤(B)「統計的推測における非正則構造の解明とその応用」研究代表者:赤平昌文(筑波大学)によるシンポジウム
    • Place of Presentation
      筑波大学筑波キャンパス自然系学系棟D棟5階D509(茨城県つくば市)
    • Year and Date
      2014-12-01 – 2014-12-02
    • Related Report
      2014 Research-status Report
  • [Presentation] Pitman nearness 基準の下で平均と分散の双方に順序制約がある場合の2つの正規母集団の平均の推定とその応用2014

    • Author(s)
      張 元宗、篠崎信雄
    • Organizer
      科学研究費・基盤研究(A)「非対称・非線形統計理論と経済・生体科学への応用」研究代表者:谷口正信(早稲田大学基幹理工学部)
    • Place of Presentation
      新潟大学駅南キャンパスときめいと講義室A(新潟県新潟市)
    • Year and Date
      2014-10-24 – 2014-10-26
    • Related Report
      2014 Research-status Report
  • [Presentation] Stochastic domination in pridictive denity estimation for ordered normal means under alpha-divergence loss2014

    • Author(s)
      張 元宗, William, E. Strawderman
    • Organizer
      2014年 統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Year and Date
      2014-09-14 – 2014-09-16
    • Related Report
      2014 Research-status Report
  • [Presentation] Estimation of Two Ordered Normal Means with Known Covariance Matrix2014

    • Author(s)
      Chang Yuan-Tsung, Shinozaki Nobuo
    • Organizer
      The 3rd Institute of Mathematical Statistics Asian Pacific Rim Meeting
    • Place of Presentation
      Howard International House, Taipei, Taiwan
    • Year and Date
      2014-06-29 – 2014-07-03
    • Related Report
      2014 Research-status Report

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Published: 2014-04-04   Modified: 2018-03-22  

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