| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2017: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2016: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Outline of Final Research Achievements |
(1) The Dantzig selector had been well studied for linear regression models. In my study project, some important properties of the Dantzig selector for some models of stochastic processes were studied. In particular, the l_q consistency of the selector in Cox's proportional hazards model was established. The corresponding results for the models of diffusion processes with covariates were also obtained.
(2) Z-estimator is an solution to some estimating equations. In my study project, some important properties of Z-estimators and Z-process methods were studied. As for the former, a program to prove the moment convergence of Z-estimator was presented. As for an application of the latter, a new procedure to detect the change of the structure of stochastic process models was proposed. In some typical cases, the proposed method becomes "asymptotically distribution free", which is important from practical point of view.
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