Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Ken-ichi Koike"'
Autor:
Ken-ichi Koike, Shintaro Hashimoto
Publikováno v:
Entropy, Vol 23, Iss 2, p 161 (2021)
This paper presents a difference-type lower bound for the Bayes risk as a difference-type extension of the Borovkov–Sakhanenko bound. The resulting bound asymptotically improves the Bobrovsky–Mayor–Wolf–Zakai bound which is difference-type ex
Externí odkaz:
https://doaj.org/article/57570cb7c86d4d2a9e331977a8fdf117
Autor:
Ken-ichi Koike
Publikováno v:
Communications in Statistics - Theory and Methods. 51:599-609
There are many versions of Bayesian Cramer-Rao type lower bounds of the Bayes risk. We compare them from the point of view of asymptotic optimality. We show that the asymptotic optimality result st...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9397565e6e660e73a4286f6ffae0576e
https://doi.org/10.1080/03610926.2020.1752722
https://doi.org/10.1080/03610926.2020.1752722
Autor:
Ken-ichi Koike
Publikováno v:
Communications in Statistics - Theory and Methods. 50:2696-2709
Necessary and sufficient conditions for the attainments of the Borovkov–Sakhanenko and the van Trees information bounds are given when the underlying distribution is an exponential family and the c...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f977f0c2e8705dcb87ad2ef17c849e4
https://doi.org/10.1080/03610926.2019.1676445
https://doi.org/10.1080/03610926.2019.1676445
Autor:
Yuya Shimegi, Ken-ichi Koike
Publikováno v:
Calcutta Statistical Association Bulletin. 70:105-121
We propose the log- q-Gaussian distribution which is obtained as the distribution of a random variable whose logarithm is q-Gaussian. Various types of properties of the new distribution are given such as the moments, the cumulative distribution funct
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0da7ff259b686a1dbbeae589745a01d5
https://doi.org/10.1177/0008068318807362
https://doi.org/10.1177/0008068318807362
Publikováno v:
Communications in Statistics - Theory and Methods. 45:5637-5659
For a one-sided truncated exponential family of distributions with a natural parameter. and a truncation parameter. as a nuisance parameter, it is shown by Akahira (2013) that the second-order asymptotic loss of a bias-adjusted maximum likelihood est
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea05b5118c6c41cf3d9399d8ca802464
https://doi.org/10.1080/03610926.2014.948202
https://doi.org/10.1080/03610926.2014.948202
Autor:
Shintaro Hashimoto, Ken-ichi Koike
Publikováno v:
Communications in Statistics - Theory and Methods. 44:5213-5224
Lower bounds for the Bayes risk are obtained. The bounds improve the Brown-Gajek bound and the asymptotic expression is derived. As an application of the bound, lower bounds for the local minimax and Bayes prediction risk are also given.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1fd11877b1fe5cda285960a3cffb836b
https://doi.org/10.1080/03610926.2013.810265
https://doi.org/10.1080/03610926.2013.810265
Autor:
Makoto Aoshima, Ken-ichi Koike
Publikováno v:
Communications in Statistics - Theory and Methods. 39:1324-1342
Professor Masafumi Akahira was born on December 10, 1945, in Niigata-prefecture, Japan. He received his B.Sci. degree in Mathematics in 1969, M.Sci. degree in Mathematics in 1971, and Dr. Sci. degr...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a185ee0b07ed75eb1d90f2732aa9ae90
https://doi.org/10.1080/03610921003644443
https://doi.org/10.1080/03610921003644443
Autor:
Ken-ichi Koike
Publikováno v:
Communications in statistics. Theory and methods. 39(8&9):1585-1596
In this article, we consider sequential estimation of the end points of the support based on the extreme values when the underlying distribution has a bound support. Some sequential fixed-width confidence intervals are proposed. Stopping rules based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d92a4478a2d39c48df8af8ca6e6e4d9
https://tsukuba.repo.nii.ac.jp/records/21559
https://tsukuba.repo.nii.ac.jp/records/21559
Autor:
Ken-ichi Koike
Publikováno v:
Sequential Analysis. 26:383-393
In this paper, we consider sequential estimation of the location parameter based on the midrange in the presence of an unknown scale parameter when the underlying distribution has a bounded support. The estimation is done under squared loss plus cost
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be6c13f9df7dcd1fd60dda077e8531b2
https://doi.org/10.1080/07474940701620832
https://doi.org/10.1080/07474940701620832
Autor:
Ken-ichi Koike
Publikováno v:
Sequential analysis. 26(1):63-70
For a location-scale parameter family of distributions with a finite support, a sequential confidence interval with a fixed width is obtained for the location parameter, and its asymptotic consistency and efficiency are shown. Some comparisons with t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62e2feb20e30dffea628616c24a48979
https://tsukuba.repo.nii.ac.jp/records/24756
https://tsukuba.repo.nii.ac.jp/records/24756