| Project/Area Number |
08680340
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
YANAGIMOTO Takemi The Institute of Statistical Mathematics, Department of Interdisciplinary Statistics, Professor, 領域統計研究系, 教授 (40000195)
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| Project Period (FY) |
1996 – 1997
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| Project Status |
Completed (Fiscal Year 1997)
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| Budget Amount *help |
¥1,700,000 (Direct Cost: ¥1,700,000)
Fiscal Year 1997: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 1996: ¥1,100,000 (Direct Cost: ¥1,100,000)
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| Keywords | Conditional MLE / GEE / Marginal Likelihood / Empirical Bays method / MLE / 直交性 / 推定関数の不変性 / 多次元母数 / スタイン推定量 / 対数線型モデル |
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| Research Abstract |
1) It becomes clear that a useful model in practical applications involves in more parameters (parameters of high-demensions) than it is previously believed. A low-dimensional parameter is unble to describe a practical situation. Here we should note that the crude MLE behaves unfavorably in estimating a high-dimensional parameter. My previous efforts went to modifying the MLE through the conditional MLE,the estimating equation.
2) The present research aimed at introducing a new family of distributions named the ruled exponential distributions. Then analytical properties of the family and their applications were discussed. A simple estimating function is investigated in relation with a family of distributions.
3) More explicitly, the MLE based on a separate likelihood, mainly in the ruled exponential family, was pursued. Further, the present research extended to an obvious application to the estimating function and also to a modification of the family.
4) A challenging topic is to unify the generalized regression model and the Stein type estimator. The present approach looks promising. We are making efforts to contributing this important problem, though a bulk of difficulties arise.
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