Electrostatic Views of Stein-type Estimation of Location Vectors

• Ohnishi Toshio

  The Institute of Statistical Mathematics

• Yanagimoto Takemi

  The Institute of Statistical Mathematics

抄録

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.

収録刊行物

• ＪＯＵＲＮＡＬ　ＯＦ　ＴＨＥ　ＪＡＰＡＮ　ＳＴＡＴＩＳＴＩＣＡＬ　ＳＯＣＩＥＴＹ

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

  日本統計学会

キーワード

• Coulomb potential function
• electrostatics
• estimating function
• Green's formula
• James-Stein estimator
• James-Stein positive-part estimator
• Pythagorean relationship

詳細情報

• CRID: 1390282680262153088
• NII論文ID: 110003144453
• NII書誌ID: AA1105098X
• ISSN: 03895602
• ISSN: 13486365
• ISSN: 18822754
• DOI: 10.14490/jjss.33.39
• NDL書誌ID: 6885519
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I6885519
• Web Site: https://www.jstage.jst.go.jp/article/jjss/33/1/33_1_39/_pdf
• 本文言語コード: en
• データソース種別:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可