A study on estimation of restricted parameters and its applications
| Project/Area Number |
20500260
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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 |
Statistical science
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| Research Institution | Toho University |
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Principal Investigator |
TSUKUMA Hisayuki Toho University, 医学部, 講師 (50424685)
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| Project Period (FY) |
2008 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| Budget Amount *help |
¥2,210,000 (Direct Cost: ¥1,700,000、Indirect Cost: ¥510,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2008: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| 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 / 多変量推測理論 / 縮小型推定 / 指数型分布族 / 楕円型分布族 / 位置母数 |
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| 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.
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Report
(4 results)
Research Products
(18 results)
