ELECTROSTATIC VIEWS OF STEIN-TYPE ESTIMATION OF LOCATION VECTORS

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概要

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• 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.

• 一般社団法人日本統計学会の論文

著者

• Ohnishi Toshio

  The Institute Of Statistical Mathematics

• Yanagimoto Takemi

  The Institute Of Statistical Mathematics

関連論文

• PREDICTIVE CREDIBLE REGION FOR BAYESIAN DIAGNOSIS OF A HYPOTHESIS
• ESTIMATION OF A MEAN VECTOR BASED ON THE OPTIMUM ESTIMATOR UNDER THE KNOWN NORM COMPONENT
• ELECTROSTATIC VIEWS OF STEIN-TYPE ESTIMATION OF LOCATION VECTORS

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