ELECTROSTATIC VIEWS OF STEIN-TYPE ESTIMATION OF LOCATION VECTORS

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Abstract

Stein-type estimation of location vectors is discussed with the aid of the theory of electrostatics. We consider a class of estimating functions and assess the superiority of an estimating equation by its mean squared norm. The Coulomb potential function leads to a Pythagorean relationship with respect to this norm. By making full use of the Pythagorean relationship, we improve upon the likelihood estimating function. A further improvement is shown to be feasible under a certain condition which is described. We pursue possible strong relationships between the superiority over the likelihood estimating function and physical quantities appearing in the theory of electrostatics.

Stein-type estimation of location vectors is discussed with the aid of the theory of electrostatics. We consider a class of estimating functions and assess the superiority of an estimating equation by its mean squared norm. The Coulomb potential function leads to a Pythagorean relationship with respect to this norm. By making full use of the Pythagorean relationship, we improve upon the likelihood estimating function. A further improvement is shown to be feasible under a certain condition which is described. We pursue possible strong relationships between the superiority over the likelihood estimating function and physical quantities appearing in the theory of electrostatics.

Journal

  • JOURNAL OF THE JAPAN STATISTICAL SOCIETY

    JOURNAL OF THE JAPAN STATISTICAL SOCIETY 33(1), 39-64, 2003-06-01

    THE JAPAN STATISTICAL SOCIETY

References:  20

Cited by:  2

Codes

  • NII Article ID (NAID)
    110003144453
  • NII NACSIS-CAT ID (NCID)
    AA1105098X
  • Text Lang
    ENG
  • Article Type
    Journal Article
  • ISSN
    03895602
  • NDL Article ID
    6885519
  • NDL Source Classification
    ZD43(経済--統計)
  • NDL Call No.
    Z3-1003
  • Data Source
    CJP  CJPref  NDL  NII-ELS  J-STAGE 
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