Improvement of practical inference using statistical resampling method and higher order asymptotic theory

• Project/Area Number: 21650065
• Research Category: Grant-in-Aid for Challenging Exploratory Research
• Allocation Type: Single-year Grants
• Research Field: Statistical science
• Research Institution: Kyushu University
• Principal Investigator: MAESONO Yoshihiko 九州大学, 数理学研究院, 教授 (30173701)
• Project Period (FY): 2009 – 2011
• Project Status: Completed (Fiscal Year 2011)
• Budget Amount: ¥2,740,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥240,000); Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000); Fiscal Year 2010: ¥800,000 (Direct Cost: ¥800,000); Fiscal Year 2009: ¥900,000 (Direct Cost: ¥900,000)
• Keywords: ノンパラメトリック推測 / カーネル法 / 高次漸近理論 / リサンプリング法 / ジャックナイフ推定 / ブートストラップ法 / ノンパラメトリックス / エッジワース展開 / U-統計量 / 確率点推定 / ジャックナイフ法 / 漸近平均二乗誤差 / 相関係数 / 高次モーメント / 正規化変換

Research Abstract

We obtain new precise methods for statistical inference, using higher order properties of kernel type estimator and statistical resampling. These results are all new and very useful to make a decision based on data. Also the new methods give us basic tool for theoretical study of nonparametric inference.

Research Products

• [Journal Article] Spiridon Penev, Edgeworth expansion for the kernel quantile estimator (2011)
  • Author(s): Yoshihiko Maesono
  • Journal Title: Annals of the Institute of Statistical Mathematics Volume: Vol.63 Pages: 617-644
  • Peer Reviewed
• [Journal Article] Mean squared errors of bootstrap variance estimators for U-statistics (2011)
  • Author(s): Masayuki Mizuno, Yoshihiko Maesono
  • Journal Title: Bulletin of Informatics and Cybernetics Volume: Vol.43 Pages: 67-82
  • Peer Reviewed
• [Journal Article] The jackknife, International Encyclopedia of Statistical Science (2011)
  • Author(s): Yoshihiko Maesono
  • Journal Title: Ed. Miodrag Lovric, Springer Pages: 697-699
• [Journal Article] Edgeworth expansion for the kernel quantile estimator (2011)
  • Author(s): Maesono, Y., Penev, S.
  • Journal Title: Annals of the Institute of Statistical Mathematics Volume: Vol.63 Issue: 3 Pages: 617-644
  • DOI: 10.1007/s10463-009-0241-5
  • Peer Reviewed
• [Journal Article] Mean squared errors of bootstrap variance estimators for U-statistics (2011)
  • Author(s): Mizuno, M., Maesono, Y.
  • Journal Title: Bulletin of Informatics and Cybernetics Volume: 43 Pages: 67-82
  • Peer Reviewed
• [Journal Article] The jackknife (2011)
  • Author(s): Yoshihiko Maesono
  • Journal Title: International Encyclopedia of Statistical Science Pages: 697-699
• [Journal Article] 高次モーメントのノンパラメトリック推定 (2010)
  • Author(s): 前園宜彦
  • Journal Title: 日本統計学会誌 Volume: 39巻 Pages: 355-367
  • NAID: 110007618321
  • Peer Reviewed
• [Journal Article] Edgeworth Expansion and Normalizing Transformation of Ratio Statistics and their Application (2010)
  • Author(s): Yoshihiko Maesono
  • Journal Title: Communications in Statistics-Theory and Methods Volume: Vol.39 Pages: 1344-1358
  • Peer Reviewed
• [Journal Article] Edgeworth expansion and normalizing transformation of ratio statistics and their application (2010)
  • Author(s): Yoshihiko Maesono
  • Journal Title: Communications in Statistics-Theory and Methods Volume: 39 Pages: 1344-1358
  • Peer Reviewed
• [Journal Article] 高次モーメントのノンパラメトリック推定 (2010)
  • Author(s): 前園宜彦
  • Journal Title: 日本統計学会誌 (掲載決定)
  • NAID: 110007618321
  • Peer Reviewed
• [Journal Article] Edgeworth Expansion and Normahzing Transformation of Ratio Statistics and their Application (2010)
  • Author(s): 前園宜彦
  • Journal Title: Communications in Statistics-Theory and Methods (掲載決定)
  • Peer Reviewed
• [Journal Article] Edgeworth expansion for the kernel quantile estimator (2010)
  • Author(s): Y.Maesono, S.Penev
  • Journal Title: Annals of the Institute of Statistical Mathematics (掲載決定)
  • Peer Reviewed
• [Journal Article] Spiridon Penev, Improved confidence intervals for quantiles
  • Author(s): Yoshihiko Maesono
  • Journal Title: Annals of the Institute of Statistical Mathematics
  • Peer Reviewed
• [Presentation] 密度関数に対するカーネル型推定量の正規近似の改良 (2011)
  • Author(s): 梅野翔太、前園宜彦
  • Organizer: 日本数学会総合分科会
  • Place of Presentation: 信州大学
• [Presentation] 高次モーメントのノンパラメトリック推測 (2010)
  • Author(s): 前園宜彦
  • Organizer: 日本数学会年会
  • Place of Presentation: 慶應大学
  • Year and Date: 2010-03-26
• [Presentation] 高次モーメントのノンパラメトリック推定 (2010)
  • Author(s): 前園宜彦
  • Organizer: 日本数学会年会
  • Place of Presentation: 慶應大学
• [Presentation] モーメントのジャックナイフ推定について (2010)
  • Author(s): 前園宜彦
  • Organizer: 統計関連学会連合大会
  • Place of Presentation: 早稲田大学
• [Presentation] Edgeworth expansion for a studentized kernel quantile estimator (2009)
  • Author(s): Y.Maesono, S.Penev
  • Organizer: 日本数学会総合分科会
  • Place of Presentation: 大阪大学
  • Year and Date: 2009-09-26
• [Presentation] Spiridon Penev, Edgeworth expansion for a studentized kernel quantile estimator (2009)
  • Author(s): Yoshihiko Maesono
  • Organizer: 日本数学会総合分科会
  • Place of Presentation: 大阪大学
• [Book] 詳解演習確率統計 (2010)
  • Author(s): 前園宜彦
  • Publisher: サイエンス社