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The clarification of the structure of the inverse problem in statistics and its applications

Research Project

Project/Area Number 21650063
Research Category

Grant-in-Aid for Challenging Exploratory Research

Allocation TypeSingle-year Grants
Research Field Statistical science
Research InstitutionUniversity of Tsukuba

Principal Investigator

AKAHIRA Masafumi  筑波大学, 副学長 (70017424)

Co-Investigator(Kenkyū-buntansha) AOSHIMA Makoto  筑波大学, 数理物質系, 教授 (90246679)
KOIKE Ken-ichi  筑波大学, 数理物質系, 准教授 (90260471)
OHYAUCHI Nao  筑波大学, 数理物質系, 助教 (40375374)
Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥3,400,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥300,000)
Fiscal Year 2011: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2010: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2009: ¥1,100,000 (Direct Cost: ¥1,100,000)
Keywords不偏性 / 十分性 / 完備性 / 統計量 / 推定量 / 分散 / 正則条件 / 指数型分布族 / 完備十分統計量 / 一様最小分散不偏推定量 / 母数空間 / 収束半径 / 切断分布 / 極値統計量 / 一般化情報量 / スコア / 有効性 / リスク
Research Abstract

Suppose that there exists the complete sufficient statistic and the expansion of power series of a real-valued function of a real parameter is admitted in the circle with a certain convergence radius. Then it is shown to be possible to construct the UMVU estimator of the function in it. Further, in the case when there exists the UMVU estimator in the circle, if the unbiasedness of the estimator holds for the whole parameter space, then it is the UMVU estimator. For example, in exponential and uniform cases it is shown to construct the UMVU estimator in the given parameter space.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (27 results)

All 2012 2011 2010 2009

All Journal Article (20 results) (of which Peer Reviewed: 7 results) Presentation (6 results) Book (1 results)

  • [Journal Article] EffectivePCA for high-dimension, low-sample-size datawith noise reduction via geometricreprensentations2012

    • Author(s)
      Yata, K. and Aoshima, M.
    • Journal Title

      J. Multivariate Anal

      Volume: 105 Pages: 193-215

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric reprensentations2012

    • Author(s)
      Yata, K., Aoshima, M.
    • Journal Title

      J.Multivariate Anal.

      Volume: 105 Issue: 1 Pages: 193-215

    • DOI

      10.1016/j.jmva.2011.09.002

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The non-regular statistical structure from theviewpoint of the loss of information2011

    • Author(s)
      Kim, H.G., 大谷内奈穂, 赤平昌文
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1758 Pages: 90-99

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku

    • Related Report
      2011 Final Research Report
  • [Journal Article] Remarks on uniformly minimum varianceunbiased estimation2011

    • Author(s)
      Kim, H.G., 大谷内奈穂, 赤平昌文
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1758 Pages: 195-201

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku

    • Related Report
      2011 Final Research Report
  • [Journal Article] Remarks on uniformly minimum variance unbiased estimation2011

    • Author(s)
      Kim, H.G.・大谷内奈穂・赤平昌文
    • Journal Title

      数理解析研究所講究録

      Volume: 1758 Pages: 196-201

    • Related Report
      2011 Annual Research Report
  • [Journal Article] The non-regular statistical structure from the viewpoint of the loss of information2011

    • Author(s)
      Kim, H.G.・大谷内奈穂・赤平昌文
    • Journal Title

      数理解析研究所講究録

      Volume: 1758 Pages: 90-99

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Sequential estimation procedures for end points of support in a non-regular distribution.2010

    • Author(s)
      Koike, K.
    • Journal Title

      Communications in Statistics-Theory and Methods

      Volume: 39(8) Issue: 8-9 Pages: 1585-1596

    • DOI

      10.1080/03610920802422605

    • NAID

      120007137763

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Note on robust estimation and model selection in a contaminated mixture model2010

    • Author(s)
      小林裕子, 矢田和善, 青嶋誠
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1703 Pages: 159-179

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku

    • Related Report
      2011 Final Research Report
  • [Journal Article] Estimation of anonnegative-valued normal mean from the Bayesian viewpoint2010

    • Author(s)
      赤平昌文, 竹内啓
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1703 Pages: 215-223

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku

    • Related Report
      2011 Final Research Report
  • [Journal Article] The first-and second-order large-deviation efficiency for anexponential family and certain curvedexponential models2010

    • Author(s)
      Akahira, M
    • Journal Title

      Commun. Statist.-Theory and Methods

      Volume: 39 Issue: 8-9 Pages: 1387-403

    • DOI

      10.1080/03610920802452578

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Intrinsic dimesionality estimation of high-dimension2010

    • Author(s)
      Yata, K. and Aoshima, M
    • Journal Title

      Commun. StatistStatist.-Theory and Methods

      Volume: 39 Issue: 8-9 Pages: 1511-1521

    • DOI

      10.1080/03610920903121999

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Estimation of a nonnegative-valued normal mean from the Bayesian viewpoint2010

    • Author(s)
      赤平昌文・竹内啓
    • Journal Title

      数理解析研究所講究録

      Volume: 1703 Pages: 216-223

    • Related Report
      2010 Annual Research Report
  • [Journal Article] Note on robust estimation and model selection in a contaminated mixture model2010

    • Author(s)
      小林裕子・矢田和善・青嶋誠
    • Journal Title

      数理解析研究所講究録

      Volume: 1703 Pages: 159-179

    • Related Report
      2010 Annual Research Report
  • [Journal Article] Sequential estimation procedures for end points of support in a non-regular distribution2010

    • Author(s)
      Koike, K.
    • Journal Title

      Commun.Statist.-Theory and Methods

      Volume: 39 Pages: 1585-1596

    • NAID

      120007137763

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The structure of higher order asymptotic theory of statistical estimation2009

    • Author(s)
      Akahira, M
    • Journal Title

      Amer. Math. Soc. Transl

      Volume: 2 Pages: 175-197

    • URL

      http://www.ams.org/bookstore/pspdf/trans2-227-toc.pdf

    • Related Report
      2011 Final Research Report
  • [Journal Article] 非正則分布における分布の台の端点における逐次推測について2009

    • Author(s)
      小池健一
    • Journal Title

      京都大学数理解析研究所講究

      Volume: 1621 Pages: 104-111

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku

    • Related Report
      2011 Final Research Report
  • [Journal Article] On theminimum variance unbiased estimation2009

    • Author(s)
      Kim Hyo Gyeong, 赤平昌文
    • Journal Title

      京都大学 数理解析研究所講究録

      Volume: 1621 Pages: 29-41

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku

    • Related Report
      2011 Final Research Report
  • [Journal Article] On the minimum variance unbiased estimation2009

    • Author(s)
      Kim Hyo Gyeong・赤平昌文
    • Journal Title

      数理解析研究所講究録 1621

      Pages: 29-41

    • Related Report
      2009 Annual Research Report
  • [Journal Article] The structure of higher order asymptotic theory of statistical estimation2009

    • Author(s)
      Akahira, M.
    • Journal Title

      Amer.Math.Soc.Transl., Ser.2 227

      Pages: 175-197

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 非正規分布における分布の台の端点における逐次推測について2009

    • Author(s)
      小池健一
    • Journal Title

      数理解析研究所講究録 1621

      Pages: 104-111

    • Related Report
      2009 Annual Research Report
  • [Presentation] A higher order approximation to the distribution of a non-central t-statistic under nonnormality2011

    • Author(s)
      Akahira, M., Ohyauchi, N. and Kawai, S
    • Organizer
      The 58th World StatisticsCongress of the International Statistical Institute
    • Place of Presentation
      Convention CentreBublin, Ireland
    • Year and Date
      2011-08-23
    • Related Report
      2011 Final Research Report
  • [Presentation] A higher order approximation to the distribution of a non-centralt-statistic under non-normality2011

    • Author(s)
      Akahira, M., Ohyauchi, N., Kawai, S.
    • Organizer
      The 58th World Statistics Congress of the International Statistical Institute
    • Place of Presentation
      Convention Centre Bublin, Ireland
    • Year and Date
      2011-08-23
    • Related Report
      2011 Annual Research Report
  • [Presentation] Loss ofinformation associated with the statistic for afamily of non-regular distributions2011

    • Author(s)
      赤平昌文, Kim, H.G., 大谷内奈穂
    • Organizer
      日本数学会年会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2011-03-22
    • Related Report
      2011 Final Research Report
  • [Presentation] Loss of information associated with the statistic for a family of non-regular distributions2011

    • Author(s)
      赤平昌文・Kim, H.G.・大谷内奈穂
    • Organizer
      日本数学会年会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2011-03-22
    • Related Report
      2010 Annual Research Report
  • [Presentation] A higherorder approximation to the distribution of anon-central t-statistic without the normalityassumption2010

    • Author(s)
      赤平昌文, 大谷内奈穂, 河合伸一
    • Organizer
      日本数学会年会
    • Place of Presentation
      慶応義塾大学
    • Year and Date
      2010-03-26
    • Related Report
      2011 Final Research Report
  • [Presentation] A higher order approximation to the distribution of a non-central t-statistic without the normality assumption.2010

    • Author(s)
      赤平昌文・大谷内奈穂・河合伸一
    • Organizer
      日本数学会年会
    • Place of Presentation
      慶応義塾大学
    • Year and Date
      2010-03-26
    • Related Report
      2009 Annual Research Report
  • [Book] 推測の漸近理論2009

    • Author(s)
      広中平祐
    • Publisher
      現代数理科学事典(第2版)
    • Related Report
      2011 Final Research Report

URL: 

Published: 2009-04-01   Modified: 2016-04-21  

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