2010 Fiscal Year Final Research Report
A study on estimation of restricted parameters and its applications
| Project/Area Number |
20500260
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Statistical science
|
|---|
| Research Institution | Toho University |
|---|
Principal Investigator |
TSUKUMA Hisayuki Toho University, 医学部, 講師 (50424685)
|
|---|
| Project Period (FY) |
2008 – 2010
|
| 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 |
|---|
| 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.
|
