4 papers · 1 filter
Asymptotic mixed normality of maximum likelihood estimator for Ewens--Pitman partition
Takuya Koriyama, Takeru Matsuda, Fumiyasu Komaki
This paper investigates the asymptotic properties of parameter estimation for the Ewens--Pitman partition with parameters and . Especially, we show that the maximu…
Information Geometry of Wasserstein Statistics on Shapes and Affine Deformations
Shun-ichi Amari, Takeru Matsuda
Information geometry and Wasserstein geometry are two main structures introduced in a manifold of probability distributions, and they capture its different characteristics. We stud…
Matrix norm shrinkage estimators and priors
Xiao Li, Takeru Matsuda, Fumiyasu Komaki
We develop a class of minimax estimators for a normal mean matrix under the Frobenius loss, which generalizes the James--Stein and Efron--Morris estimators. It shrinks the Schatten…
Double shrinkage priors for a normal mean matrix
Takeru Matsuda, Fumiyasu Komaki, William E. Strawderman
We consider estimation of a normal mean matrix under the Frobenius loss. Motivated by the Efron--Morris estimator, a generalization of Stein's prior has been recently developed, wh…