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We consider the same problem as in Kamiya and Takemura(1997), but for discriminant analysis on (n-1)-dimensional unit sphere s n-1. That is, we regard pairwise discriminant analysis of m populations on s n-1 as a process to generate rankings among the populations, and give a formula for the...
Persistent link: https://www.econbiz.de/10005467466
We propose improvements in numerical evaluation of symmetric stable density and its partial derivatives with respect to the parameters. They are useful for more reliable evaluation of maximum likelihood estimator and its standard error. Numerical values of the Fisher information matrix of...
Persistent link: https://www.econbiz.de/10005467509
In Kuriki and Takemura (1997a) we established a general theory of James-Stein type shrinkage to convex sets with smooth boundary. In this paper we show that our results can be generalized to the case where shrinkage is toward smooth non-convex cones. A primary example of this shrinkage is...
Persistent link: https://www.econbiz.de/10005467518
Let Z be a k-way array whose q1 x...x qk elements are independent standard normal variables. For qi-dimensional vector hi, i=1, ...., k, define a multilinear form of degree k by (h1 x hk)'vec(Z). We derive formulas for upper tail probabilities of the maximum of multilinear form with respect to...
Persistent link: https://www.econbiz.de/10005467549
We propose a test of equality of two covariance matrices based on the maximum standardized di erence of scalar covariances of two sample covariance matrices.We derive the tail probability of the asymptotic null distribution of the test statistic by the tube method.However the usual formal tube...
Persistent link: https://www.econbiz.de/10005467569
We propose "local recoding" as a new technique for controlling disclosure risk of microdata sets. Compared to the technique of global recoding, where the observed values are grouped into broader intervals or categories throughout the data set, in local recoding different grouping is performed...
Persistent link: https://www.econbiz.de/10005467580
In two-way contingency tables we sometimes find that frequencies along the diagonal cells are relatively larger (or smaller) compared to off-diagonal cells, particularly in square tables with the common categories for the rows and the columns. In this case the quasi-independence model with an...
Persistent link: https://www.econbiz.de/10005172483
Persistent link: https://www.econbiz.de/10005395586
Persistent link: https://www.econbiz.de/10005395710
We give a sufficient condition for admissibility of generalized Bayes estimators of the location vector of spherically symmetric distribution under squared error loss. Compared to the known results for the multivariate normal case, our sufficient condition is very tight and is close to being a...
Persistent link: https://www.econbiz.de/10005221421