日本統計学会誌
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
TWO-STAGE ESTIMATORS WITH BOUNDED RISK IN A GROWTH CURVE MODEL
Tatsuya Kubokawa
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ジャーナル フリー

1990 年 20 巻 1 号 p. 77-87

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抄録
For a coefficient matrix in the growth curve model, this paper gives a two-stage estimation procedure, such that its risk function relative to arbitrary quadratic loss is bounded above by a preassigned constant, and its asymptotic efficiency is discussed. Also, for powers of the generalized variance, a procedure with a bounded risk is developed, and some domination results are shown.
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© Japan Statistical Society
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