{"created":"2021-03-01T06:07:04.259796+00:00","id":2621,"links":{},"metadata":{"_buckets":{"deposit":"87bcc6ab-6865-4d62-9955-639bcd341b12"},"_deposit":{"id":"2621","owners":[],"pid":{"revision_id":0,"type":"depid","value":"2621"},"status":"published"},"_oai":{"id":"oai:soar-ir.repo.nii.ac.jp:00002621","sets":["310:311"]},"author_link":["4164","4165"],"item_1628147817048":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_6_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-04","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"4","bibliographicPageEnd":"815","bibliographicPageStart":"801","bibliographicVolumeNumber":"102","bibliographic_titles":[{"bibliographic_title":"JOURNAL OF MULTIVARIATE ANALYSIS"}]}]},"item_6_description_20":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"An admissible estimator of the eigenvalues of the variance-covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.","subitem_description_type":"Abstract"}]},"item_6_description_30":{"attribute_name":"資源タイプ（コンテンツの種類）","attribute_value_mlt":[{"subitem_description":"Article","subitem_description_type":"Other"}]},"item_6_description_5":{"attribute_name":"引用","attribute_value_mlt":[{"subitem_description":"JOURNAL OF MULTIVARIATE ANALYSIS. 102(4): 801-815(2011)","subitem_description_type":"Other"}]},"item_6_link_67":{"attribute_name":"WoS","attribute_value_mlt":[{"subitem_link_url":"http://gateway.isiknowledge.com/gateway/Gateway.cgi?&GWVersion=2&SrcAuth=ShinshuUniv&SrcApp=ShinshuUniv&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000287775600006"}]},"item_6_publisher_4":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"ELSEVIER INC"}]},"item_6_relation_48":{"attribute_name":"DOI","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"10.1016/j.jmva.2010.12.007"}],"subitem_relation_type_id":{"subitem_relation_type_id_text":"https://doi.org/10.1016/j.jmva.2010.12.007","subitem_relation_type_select":"DOI"}}]},"item_6_rights_62":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"Copyright (c) 2010 Elsevier Inc."}]},"item_6_source_id_35":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0047-259X","subitem_source_identifier_type":"ISSN"}]},"item_6_source_id_40":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA0025295X","subitem_source_identifier_type":"NCID"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Sheena,  Yo"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Takemura,  Akimichi"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2015-09-24"}],"displaytype":"detail","filename":"Admissible_est_eigenvalue_Variance-Covariance_Matrix.pdf","filesize":[{"value":"199.1 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"Admissible_est_eigenvalue_Variance-Covariance_Matrix.pdf","url":"https://soar-ir.repo.nii.ac.jp/record/2621/files/Admissible_est_eigenvalue_Variance-Covariance_Matrix.pdf"},"version_id":"b8610228-6339-478e-98e4-a77c5ab83b88"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Covariance matrix","subitem_subject_scheme":"Other"},{"subitem_subject":"Wishart distribution","subitem_subject_scheme":"Other"},{"subitem_subject":"Squared error loss","subitem_subject_scheme":"Other"},{"subitem_subject":"Karlin's method","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"journal article","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions","subitem_title_language":"en"}]},"item_type_id":"6","owner":"1","path":["311"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2011-06-20"},"publish_date":"2011-06-20","publish_status":"0","recid":"2621","relation_version_is_last":true,"title":["Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2022-12-14T04:38:55.392466+00:00"}