• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Statistical estimation of non-regular case by Bayesian approach

Research Project

Project/Area Number 22740053
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionUniversity of Tsukuba

Principal Investigator

OHYAUCHI Nao  筑波大学, 数理物質系, 助教 (40375374)

Project Period (FY) 2010-04-01 – 2014-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords切断分布族 / 位置母数推定問題 / 漸近情報量損失 / 極値統計量 / Pitman推定量 / 切断指数分布 / 漸近分散 / 荷重推定量 / 最尤推定量 / 位置母数切断分布族 / 情報量損失 / Pitman推定量 / 漸近集中確率 / 最小分散不偏推定量 / 完備十分統計量 / 整級数展開 / Bayes推定量 / Bayesリスク
Research Abstract

In the estimation problem on a location parameter for a family of two-sided truncated distributions, we considered the case when each distribution's support is an interval and its density had positive values on the interval and differential coefficients at its endpoints. Then, it was shown that the second order asymptotic loss of information of the statistic consisting of extreme values and an asymptotically ancillary statistic vanished. On the other hand, from the Bayesian viewpoint, the best location equivariant estimator (Pitman estimator) is regarded as the generalized Bayes estimator which minimized the risk with respect to an improper uniform distribution and the quadratic loss. In the above estimation problem, we obtained the asymptotic concentration probability of the Pitman estimator and compared it with other location equivariant estimators.

Report

(5 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (21 results)

All 2014 2013 2012 2011 2010 Other

All Journal Article (12 results) (of which Peer Reviewed: 5 results) Presentation (9 results)

  • [Journal Article] A higher order approximation to a percentage point of the distribution of a noncentral t-statistic without the normality assumption2013

    • Author(s)
      Akahira, M., Ohyauchi, N. and Kawai, S
    • Journal Title

      Commun. Statist. -Simulation and Computation

      Volume: 42(9) Issue: 9 Pages: 2086-2105

    • DOI

      10.1080/03610918.2012.695841

    • NAID

      120007130234

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Comparison of risks of estimators under the LINEX loss for a family of truncated distributions2013

    • Author(s)
      Ohyauchi, N.
    • Journal Title

      Statistics

      Volume: 47 Issue: 3 Pages: 590-604

    • DOI

      10.1080/02331888.2011.605889

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic concentration probabilities of the Pitman estimator and weighted estimators in the non-regular case2013

    • Author(s)
      Ohyauchi, N
    • Journal Title

      Proc. 59th ISI World Statistics Congress

      Pages: 4743-4746

    • Related Report
      2013 Final Research Report
  • [Journal Article] Asymptotic comparison of estimators for a family of truncated distributions2013

    • Author(s)
      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: 1860 Pages: 129-139

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku/contents/pdf/1860-10.pdf

    • Related Report
      2013 Final Research Report
  • [Journal Article] Asymptotic comparison of estimators for a family of truncated distributions2013

    • Author(s)
      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: 1860 Pages: 129-139

    • Related Report
      2013 Annual Research Report
  • [Journal Article] Loss of information of a statistic for a family of non-regular distributions, II: more general case2012

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

      Ann. Inst. Statist. Math.

      Volume: 64 Issue: 6 Pages: 1121-1138

    • DOI

      10.1007/s10463-011-0347-4

    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The asymptotic expansion of the maximum likelihood estimator for a truncated exponential family of distributions2012

    • Author(s)
      赤平昌文, 大谷内奈穂
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1804 Pages: 188-192

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku/contents/pdf/1804-15.pdf

    • Related Report
      2013 Final Research Report
  • [Journal Article] The asymptotic expansion of the maximum likelihood estimator for a truncated exponential family of distributions2012

    • Author(s)
      赤平昌文, 大谷内奈穂
    • Journal Title

      京都大学 数理解析研究所講究録

      Volume: 1804 Pages: 188-192

    • Related Report
      2012 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

      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/contents/pdf/1758-07.pdf

    • Related Report
      2013 Final Research Report 2011 Annual 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

      京都大学 数理解析研究所講究録

      Volume: 1758 Pages: 195-202

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kyodo/kokyuroku/contents/pdf/1758-16.pdf

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
  • [Journal Article] Information inequalities by Bayesian approach in non-regular estimation2010

    • Author(s)
      大谷内奈穂
    • Journal Title

      SUGAKU

      Volume: 62 Issue: 3 Pages: 366-385

    • DOI

      10.11429/sugaku.0623366

    • NAID

      130004558919

    • ISSN
      0039-470X, 1883-6127
    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] 統計的非正則推定におけるBayes的アプローチによる情報不等式2010

    • Author(s)
      大谷内奈穂
    • Journal Title

      数学

      Volume: 62(3) Pages: 366-385

    • NAID

      130004558919

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Presentation] Asymptotic comparison of the MLE and MCLE up to the second order for a two-sided truncated exponential family2014

    • Author(s)
      赤平昌文, 橋本真太郎, 小池健一, 大谷内奈穂
    • Organizer
      日本数学会年会
    • Place of Presentation
      学習院大学
    • Year and Date
      2014-03-17
    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Presentation] Asymptotic concentration probabilities of the Pitman estimator and weighted estimators in the non-regular case2013

    • Author(s)
      Ohyauchi, N
    • Organizer
      59th ISI World Statistics Congress
    • Place of Presentation
      Hong Kong, China
    • Year and Date
      2013-08-29
    • Related Report
      2013 Final Research Report
  • [Presentation] Loss of information associated with the statistic in a class of non-regular cases2012

    • Author(s)
      Akahira, M., Kim, H. G., Ohyauchi, N
    • Organizer
      The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      Ibaraki
    • Year and Date
      2012-07-03
    • Related Report
      2013 Final Research Report
  • [Presentation] A higher order approximation to the distribution of a non-central t-statistic under non-normality2011

    • Author(s)
      Ohyauchi, N., Akahira, M., Kawai, S
    • Organizer
      The 58th Session of the International Statistical Institute
    • Place of Presentation
      Dublin, Ireland
    • Year and Date
      2011-08-23
    • Related Report
      2013 Final Research Report
  • [Presentation] A higher order approximation to the distribution of a non-central t-statistic under non-normality2011

    • Author(s)
      Akahira, M., Ohyauchi, N., Kawai, S.
    • Organizer
      The 58th Session of the International Statistical Institute
    • Place of Presentation
      Convention Centre Dublin (Ireland)
    • Year and Date
      2011-08-23
    • Related Report
      2011 Annual 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
      2013 Final Research Report
  • [Presentation] Information loss of a statistic for a family of non-regular distribution2011

    • Author(s)
      赤平昌文, Kim Hyo Gyeong, 大谷内奈穂
    • Organizer
      日本数学会年会
    • Place of Presentation
      早稲田大学(東京都)
    • Year and Date
      2011-03-22
    • Related Report
      2010 Annual Research Report
  • [Presentation] Asymptotic concentration probabilities of the Pitman estimator and weighted estimators in the non-regular case

    • Author(s)
      N. Ohyauchi
    • Organizer
      59th ISI World Statistics Congress
    • Place of Presentation
      Hong Kong
    • Related Report
      2013 Annual Research Report
  • [Presentation] Loss of information associated with the statistic in a class of non-regular cases

    • Author(s)
      M. Akahira, H. G. Kim, N. Ohyauchi.
    • Organizer
      The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      International congress center EPOCHAL TSUKUBA
    • Related Report
      2012 Annual Research Report

URL: 

Published: 2010-08-23   Modified: 2019-07-29  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi