2012 Fiscal Year Final Research Report
Comparison of shrinkage estimators under alternative criteria
| 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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| Keywords | 統計学 / 計量経済学 |
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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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Research Products
(8 results)
