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Asymmetric and nonlinear statistical theory and its applications to economics and bioscience

Research Project

Project/Area Number 23244011
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionWaseda University

Principal Investigator

TANIGUCHI Masanobu  早稲田大学, 理工学術院, 教授 (00116625)

Co-Investigator(Kenkyū-buntansha) YONEMOTO Kouji  久留米大学, 講師 (90398090)
HIRUKAWA Junichi  新潟大学, 自然科学系, 准教授 (10386617)
TAKAGI Yoshiji  奈良教育大学, 教育学部, 教授 (00231390)
HOSHINO Nobuaki  金沢大学, 経済学経営学系, 教授 (00313627)
WANG Jin FANG  千葉大学, 理学研究科, 教授 (10270414)
LIU Qing FENG  小樽商科大学, 商学部, 准教授 (60378958)
NAITO Kanta  島根大学, 総合理工学研究科, 教授 (80304252)
SEKIYA Yuri  北海道教育大学, 教育学部, 教授 (10226665)
MATSUDA Shinichi  南山大学, 情報理工学部, 教授 (20209555)
AKAHIRA Masafumi  筑波大学, 数理物質科学研究科, 教授 (70017424)
TAKEMURA Akimichi  東京大学, 情報理工学(系)研究科, 教授 (10171670)
NISHIYAMA Yoshihiko  京都大学, 経済研究所, 教授 (30283378)
KANO Yutaka  大阪大学, 基礎工学研究科, 教授 (20201436)
AMANO Tomoyuki  和歌山大学, 経済学部, 准教授 (40514451)
Project Period (FY) 2011-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥47,840,000 (Direct Cost: ¥36,800,000、Indirect Cost: ¥11,040,000)
Fiscal Year 2014: ¥12,220,000 (Direct Cost: ¥9,400,000、Indirect Cost: ¥2,820,000)
Fiscal Year 2013: ¥11,440,000 (Direct Cost: ¥8,800,000、Indirect Cost: ¥2,640,000)
Fiscal Year 2012: ¥11,440,000 (Direct Cost: ¥8,800,000、Indirect Cost: ¥2,640,000)
Fiscal Year 2011: ¥12,740,000 (Direct Cost: ¥9,800,000、Indirect Cost: ¥2,940,000)
Keywords統計科学 / 時系列解析 / 統計的漸近理論 / 金融工学 / 計量ファイナンス / 経験尤度比 / 安定過程 / ポートフォリオ / 非線形時系列解析 / 経験尤度法 / セミマルチンゲール / ポートフォリオ推測 / 計量経済学 / 一般化モーメント法 / 近接単位根過程 / 高次元データ / 因果性検定 / 統計数学 / 統計的金融工学 / 統計推測 / 医学・生物統計 / 遺伝子統計 / 数理モデル / 統計的推測 / 統計的予測・制御 / モデル選択 / 医薬生物統計
Outline of Final Research Achievements

We investigated a class of very general stochastic processes with nonlinear dynamics and asymmetric innovation distributions, which can be applied to a varitety of fields e.g., economics, finance, bionics, natural phenomenon etc., as a paradigm model. For them we developed the optimal inference based on LAN, and the empirical likelihood method to a class of stable processes. Shrinked estimation theory has been developed for stochastic processes. The theoretical results have been applied to estimation of portfolios, and the problem of causality. From the applications of the theoretical results, we have got some interesting feedback to mathematical theory. Also, in the process of research, we have raised young researchers.

Report

(5 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Annual Research Report
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • Research Products

    (96 results)

All 2016 2015 2014 2013 2012 2011 Other

All Journal Article (46 results) (of which Peer Reviewed: 44 results,  Open Access: 12 results) Presentation (35 results) (of which Invited: 19 results) Book (10 results) Remarks (5 results)

  • [Journal Article] Asymptotic theory of parameter estimation by a function based on interpolation error2015

    • Author(s)
      Suto, Liu and Taniguchi
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 印刷中 Issue: 1 Pages: 93-110

    • DOI

      10.1007/s11203-015-9116-y

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] An empirical likelihood approach for symmetric alpha-stable processes2015

    • Author(s)
      Akashi, F., Liu, Y. and Taniguchi, M.
    • Journal Title

      Bernoulli

      Volume: i press

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Optimal multiperiod mean-variance portfolio selection for time series return process2015

    • Author(s)
      Sasaki, K., Takahashi, M. and Hirukawa, J.
    • Journal Title

      International Journal of Applied and Experimental Mathematics

      Volume: in press

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Cut-off value of total adiponectin for managing risk of developing metabolic syndrome in male Japanese workers2015

    • Author(s)
      1.Hata A, Yonemoto K, Shikama Y, Aki N, Kosugi C, Tamura A, Ichihara T, Minagawa T, Kuwamura Y, Misyoshi M, Nakao T, Funaki M.
    • Journal Title

      PLoS ONE

      Volume: 10 Issue: 2 Pages: e0118373-e0118373

    • DOI

      10.1371/journal.pone.0118373

    • NAID

      120006872352

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Nonparametric approach for Box-Cox transformed process2015

    • Author(s)
      澁谷翔、明石郁哉、谷口正信
    • Journal Title

      Advances in Science, Technology and Environmentology

      Volume: 12 Pages: 31-44

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 年金運用における共和文検定を用いた最適ポートフォリオの推定2015

    • Author(s)
      岸本桂一、山下隆、谷口正信
    • Journal Title

      Advances in Science, Technology and Environmentology

      Volume: 12 Pages: 45-62

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Shrinkage estimation and prediction for time series2014

    • Author(s)
      Hamada, K. and Taniguchi, M.
    • Journal Title

      Advances in Science, Technology and Environmentology

      Volume: 10 Pages: 3-18

    • NAID

      40020348097

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Statistical portfolio estimation for non-Gaussian return process2014

    • Author(s)
      Hamada, K. and Taniguchi, M.
    • Journal Title

      Advances in Science, Technology and Environmentology

      Volume: 10 Pages: 69-86

    • NAID

      40020348149

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Awareness and use of diagnostic support tools for lumbar spinal stenosis in Japan.2014

    • Author(s)
      5.Ohtori S, Sekiguchi M, Yonemoto K, Kakuma T, Takahashi K, Konno S.
    • Journal Title

      Journal of Orthopaedic Science

      Volume: 19 Pages: 412-417

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Physical Fitness Measures As Potential Markers of Low Cognitive Function in Japanese Community-Dwelling Older Adults without Apparent Cognitive Problems,2014

    • Author(s)
      6.Narazaki K, Matsuo E, Honda T, Nofuji Y, Yonemoto K, Kumagai S,
    • Journal Title

      Journal of Sports Science and Medicine,

      Volume: 13 Pages: 590-596

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Asymptotics of likelihood ratio tests for general one-sided hypotheses in the two-sample normal model.2014

    • Author(s)
      Takagi, Y.
    • Journal Title

      Comm. Statist. theory Methods

      Volume: 43 Pages: 3614-3628

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 位置情報を用いた疫学研究とその統計的方法2014

    • Author(s)
      高橋邦彦、和泉志津恵、竹内文乃
    • Journal Title

      統計数理

      Volume: 62 Pages: 3-24

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Shrinkage estimation and prediction for time series.2014

    • Author(s)
      Hamada, K. and Taniguchi, M.
    • Journal Title

      ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi

      Volume: 10 Pages: 3-18

    • NAID

      40020348097

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Statistical portfolio estimation for non-Gaussian return process.2014

    • Author(s)
      Hamada, K. and Taniguchi, M.
    • Journal Title

      ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi

      Volume: 10 Pages: 69-83

    • NAID

      40020348149

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] EM algorithms for estimating the Bernstein copula2014

    • Author(s)
      Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin, Donald Richards
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: to appear

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Influence analysis in quantitative trait loci detection2014

    • Author(s)
      Xiaoling Dou, Satoshi Kuriki, Akiteru Maeno, Toyoyuki Takada, Toshihiko Shiroishi
    • Journal Title

      Biometrical Journal

      Volume: to appear

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic theory for near unit root autoregression with infinite innovation variance.2013

    • Author(s)
      Yokozuka, J. and Taniguchi, M.
    • Journal Title

      ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi

      Volume: 9 Pages: 1-24

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Portfolios influenced by causal variables under long-range dependent returns.2013

    • Author(s)
      Ando, T., Yamashita, T. and Taniguchi, M.
    • Journal Title

      ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi

      Volume: 9 Pages: 67-84

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Portfolio estimation under causal variables.2013

    • Author(s)
      Kobayashi, I., Yamashita, T. and Taniguchi, M.
    • Journal Title

      ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi

      Volume: 9 Pages: 85-100

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Heteroscedasticity-Robust Cp Model Averaging2013

    • Author(s)
      Liu, Qingfeng and Okui, Ryo
    • Journal Title

      Econometrics Journal

      Volume: 16(3) Issue: 3 Pages: 463-472

    • DOI

      10.1111/ectj.12009

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Dependence structure of bivariate order statistics with applications to Bayramoglu’s distributions2013

    • Author(s)
      J.S. Huang, Xiaoling Dou, Satoshi Kuriki, G.D. Lin
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 114 Pages: 201-208

    • DOI

      10.1016/j.jmva.2012.07.009

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Dependence structures and asymptotic properties of Baker's distributions with fixed marginals2013

    • Author(s)
      Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 143 Issue: 8 Pages: 1343-1354

    • DOI

      10.1016/j.jspi.2013.03.019

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Density estimation with minimization of U-divergence2013

    • Author(s)
      Kanta Naito and Shinto Eguchi
    • Journal Title

      Machine Learning

      Volume: 90 Issue: 1 Pages: 29-57

    • DOI

      10.1007/s10994-012-5298-3

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 相関係数行列の行列式に基づいた多変量管理図の提案2013

    • Author(s)
      近藤佑亮・松田眞一
    • Journal Title

      アカデミア』情報理工学編 , 南山大学

      Volume: 13 Pages: 11-21

    • NAID

      40019656803

    • Related Report
      2012 Annual Research Report
  • [Journal Article] 文章の書き手の同定における分類法の精度比較2013

    • Author(s)
      三品光平・松田眞一
    • Journal Title

      『アカデミア』情報理工学編 , 南山大学

      Volume: 13 Pages: 35-46

    • NAID

      40019656817

    • Related Report
      2012 Annual Research Report
  • [Journal Article] Statistical Estimation for CAPM with Long-Memory Dependence.2012

    • Author(s)
      Amano T, Kato T, Taniguchi M
    • Journal Title

      Advances in Decision Sciences

      Volume: Volume 2012 Pages: 1-12

    • DOI

      10.1155/2012/571034

    • Related Report
      2012 Annual Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Generalized information criterion2012

    • Author(s)
      Taniguchi, M. and Hirukawa, J.
    • Journal Title

      J. Time Series Analysis

      Volume: 33 Issue: 2 Pages: 287-297

    • DOI

      10.1111/j.1467-9892.2011.00759.x

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Jackknifed Whittle estimators2012

    • Author(s)
      Taniguchi, M., Tamaki, K., DiCiccio, T.J. and Monti, A.C.
    • Journal Title

      Statistica Sinica

      Volume: 22-3 Pages: 1287-1304

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Robust portfolio estimation under skew-normal return processes2012

    • Author(s)
      Taniguchi, M., Petkovic, A., Kase, T., DiCiccio and Monti, A.C.
    • Journal Title

      The European Journal of Finance

      Volume: iFirst Issue: 13-14 Pages: 1-22

    • DOI

      10.1080/1351847x.2011.640341

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotics of realized volatility with non-Gaussian ARCH(infty) microstructure noise2012

    • Author(s)
      Taniai, H., Usami, T., Suto, N. and Taniguchi, M.
    • Journal Title

      J. Financial Econometrics

      Volume: 10 Issue: 4 Pages: 617-636

    • DOI

      10.1093/jjfinec/nbs005

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Polynomial histograms for multivariate density and mode estimation2012

    • Author(s)
      Junmei Jing, Inge Koch and Kanta Naito
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 39 Issue: 1 Pages: 75-96

    • DOI

      10.1111/j.1467-9469.2011.00764.x

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Pattern recognition based on canonical correlations in a high dimension low sample size context2012

    • Author(s)
      Mitsuru Tamatani, Inge Koch and Kanta Naito
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 111 Pages: 350-367

    • DOI

      10.1016/j.jmva.2012.04.011

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotics for penalized additive B-spline regression2012

    • Author(s)
      Takuma Yoshida and Kanta Naito
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 42 Pages: 81-107

    • NAID

      10030867449

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Semiparametric penalized spline regression2012

    • Author(s)
      Takuma Yoshida and Kanta Naito
    • Journal Title

      Bulletin of Informatics and Cebernetics

      Volume: 44 Pages: 65-86

    • NAID

      120005553565

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Optimal portfolios with end-of-period target2012

    • Author(s)
      Shiraishi, H., Ogata, H., Amano, T., Veredas, D., Taniguchi, M.
    • Journal Title

      Advances in Decision Science : Special Issue on Statistical Estimation of Portfolios for Dependent Financial Returns

      Pages: 1-13

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Hierarchical subspace models for contingency tables2012

    • Author(s)
      Hara, H., Sei, T. and Takemura, A.
    • Journal Title

      Statistical Methodology

      Volume: 103 Issue: 1 Pages: 19-34

    • DOI

      10.1016/j.jmva.2011.06.003

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Optimal statistical inference in financial engineering2011

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

      International ENCYCLOPEDIA of Statistical Science, Springer

      Volume: Part 15 Pages: 1030-1032

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Control variate method for stationary processes2011

    • Author(s)
      Amano, T., Taniguchi, M.
    • Journal Title

      J.Econometrics

      Volume: 165 Issue: 1 Pages: 20-29

    • DOI

      10.1016/j.jeconom.2011.05.003

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Preliminary test estimation for spectra2011

    • Author(s)
      Maeyama, Y., Tamaki, K., Taniguchi, M.
    • Journal Title

      Statist.and Probab.Letters

      Volume: 81 Issue: 11 Pages: 1580-1587

    • DOI

      10.1016/j.spl.2011.06.006

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Sequential optimizing strategy in multi-dimensional bounded forecasting games2011

    • Author(s)
      Kumon, M., Takemura, A.
    • Journal Title

      Stochastic Process.Appl.

      Volume: 121 Issue: 1 Pages: 155-183

    • DOI

      10.1016/j.spa.2010.09.004

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Admissible estimator of the eigenvalues of variance-covariance matrix for multivariate normal distributions2011

    • Author(s)
      Sheena, Y., Takemura, A.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: VOL.102 Issue: 4 Pages: 801-815

    • DOI

      10.1016/j.jmva.2010.12.007

    • NAID

      120007111051

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The generality of the zero-one laws2011

    • Author(s)
      Takemura, A., Vovk, V., Shafer, G.
    • Journal Title

      Ann.Inst.Statist.Math.

      Volume: 63 Issue: 5 Pages: 873-885

    • DOI

      10.1007/s10463-009-0262-0

    • NAID

      40018970794

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Conformal geometry of statistical manifold with application to sequential estimation2011

    • Author(s)
      Kumon, M., Takemura, A., Takeuchi, A.
    • Journal Title

      Sequential Analysis

      Volume: VOL.30 Issue: 3 Pages: 308-337

    • DOI

      10.1080/07474946.2011.593923

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A consistent nonparametric test for nonlinear causality-specification in time series regression2011

    • Author(s)
      Nishiyama, Y., Hitomi, K.
    • Journal Title

      J.Econometrics

      Volume: 165 Pages: 112-127

    • NAID

      120003437138

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Moment restriction-based econometric methods : an overview2011

    • Author(s)
      Kunitomo, N., McAleer, M., Nishiyama, Y
    • Journal Title

      J.Economotrics

      Volume: 165 Issue: 1 Pages: 1-4

    • DOI

      10.1016/j.jeconom.2011.05.001

    • NAID

      120003437139

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model2011

    • Author(s)
      Kano, Y. and Takai, K
    • Journal Title

      Journal of Multivariate Analysis

      Volume: Vol. 102 Issue: 9 Pages: 1241-1255

    • DOI

      10.1016/j.jmva.2011.04.007

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Presentation] Rank tests for an ARMA model against other tv-ARMA models2015

    • Author(s)
      Hirukawa, J.
    • Organizer
      Department of Statistics, Columbia University
    • Place of Presentation
      Columbia Uinversity, USA
    • Year and Date
      2015-03-09 – 2015-03-20
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Statistical estimation of portfolios for dependent returns2015

    • Author(s)
      Taniguchi, M.
    • Organizer
      National Sun Yat-sen University
    • Place of Presentation
      Kaohsiung, Taiwan
    • Year and Date
      2015-01-06
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] 一般住民における健診血圧、中心血圧および家庭血圧と頸動脈病変との関連2014

    • Author(s)
      1.福原正代、有馬久富、二宮利治、秦 淳、平川洋一郎、米本孝二、松村 潔、北園孝成、清原 裕
    • Organizer
      第21回未病システム学会
    • Place of Presentation
      大阪市
    • Year and Date
      2014-11-01
    • Related Report
      2014 Annual Research Report
  • [Presentation] 一般住民における家庭血圧の日間変動性と頸動脈病変との関連2014

    • Author(s)
      2.福原正代、有馬久富、二宮利治、秦 淳、平川洋一郎、米本孝二、松村 潔、北園孝成、清原 裕
    • Organizer
      第37回日本高血圧学会総会
    • Place of Presentation
      横浜市
    • Year and Date
      2014-10-17
    • Related Report
      2014 Annual Research Report
  • [Presentation] Shrinkage estimation and prediction for time series2014

    • Author(s)
      Taniguchi, M.
    • Organizer
      Princeton University
    • Place of Presentation
      Princeton University, USA
    • Year and Date
      2014-09-22
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Systematic approach for Portmanteau tests in view of Whittle likelihood ration2014

    • Author(s)
      Taniguchi, M.
    • Organizer
      4th Workshop on " New Developments in Econometrics and Time Series"
    • Place of Presentation
      Institute for Economics and Finance, Rome, Italy
    • Year and Date
      2014-09-11
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] A new approach for statistical classification and visualization for longitudinal text data2014

    • Author(s)
      Izumi, S. and Satoh, K.
    • Organizer
      The 27th International Biometric Conference
    • Place of Presentation
      Florence, Italy
    • Year and Date
      2014-07-06 – 2014-07-11
    • Related Report
      2014 Annual Research Report
  • [Presentation] The factor modeling for multivariate locally stationary processes2014

    • Author(s)
      Hirukawa. J.
    • Organizer
      The 3rd IMS-APRM
    • Place of Presentation
      Howard International House, Taipei
    • Year and Date
      2014-06-29 – 2014-07-03
    • Related Report
      2014 Annual Research Report
  • [Presentation] Time series analysis under non-standard settings2014

    • Author(s)
      Taniguchi, M.
    • Organizer
      Workshop on Statistics for High-dimensional and Dependent Data
    • Place of Presentation
      National Taiwan University
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Statistical estimation of optimal portfolios for dependent returns2014

    • Author(s)
      Taniguchi, M.
    • Organizer
      Academia Sinica 学術講演会
    • Place of Presentation
      Academia Sinica, Taiwan
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Time series analysis under non-standard settings2013

    • Author(s)
      Taniguchi, M.
    • Organizer
      Recent Advances in Time Series and Econometrics
    • Place of Presentation
      ブリュッセル自由大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 日本数学会解析学賞受賞特別講演「ノンスタンダードな状況での時系列解析」2013

    • Author(s)
      谷口 正信
    • Organizer
      日本数学会
    • Place of Presentation
      京都大学
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Robust Portfolios2012

    • Author(s)
      Masanobu TANIGUCHI
    • Organizer
      Workshop “New Robust Methods for the Analysis of Complex Data”
    • Place of Presentation
      Benevento (Italy)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Shrinkage Estimation and Prediction for Time Series2012

    • Author(s)
      Masanobu TANIGUCHI
    • Organizer
      Workshop “New Developments in Econometrics and Time Series"
    • Place of Presentation
      Rome(Italy)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Distinguished Lecture: “ Statistical Estimation of Portfolios for Dependent Returns”.2012

    • Author(s)
      Masanobu TANIGUCHI
    • Organizer
      "The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting"
    • Place of Presentation
      Tsukuba(Japan)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Special Invited Talk: “ Statistical Estimation of Portfolios for Dependent Returns”2012

    • Author(s)
      Masanobu TANIGUCHI
    • Organizer
      “Annual Meeting of French Statistical Society”
    • Place of Presentation
      Brussels (Belgium)
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] 二項反応の一般化線型モデルにおけるパワーダイバージェンス適合度検定統計量の漸近近似について2012

    • Author(s)
      種市信裕・関谷祐里・外山淳
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      北海道大学 高等教育推進機構
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] ロジスティック回帰モデルにおけるφ-divergence 適合度検定統計量の帰無分布の漸近展開2012

    • Author(s)
      種市信裕・関谷祐里
    • Organizer
      日本数学会
    • Place of Presentation
      九州大学伊都キャンパス
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] 二項反応の一般化線型モデルにおけるパワーダイバージェンス適合度検定統計量の改良2012

    • Author(s)
      種市信裕・関谷祐里・外山淳
    • Organizer
      科研費シンポジウム「統計推測理論の展開と諸モデルへの応用」
    • Place of Presentation
      釧路市生涯学習センター
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] 2×2分割表の対称性検定におけるカイ二乗統計量のエッジワース展開について2012

    • Author(s)
      小倉寛生・関谷祐里
    • Organizer
      科研費シンポジウム「統計推測理論の展開と諸モデルへの応用」
    • Place of Presentation
      釧路市生涯学習センター
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Statistical portfolio estimation for non-Gaussian return processes2011

    • Author(s)
      濱田健太、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      信州大学(長野県)
    • Year and Date
      2011-09-30
    • Related Report
      2011 Annual Research Report
  • [Presentation] Statistical portfolio estimation under the utility function depending on exogeneous variable2011

    • Author(s)
      トウイエイエ、濱田健太、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      信州大学(長野県)
    • Year and Date
      2011-09-30
    • Related Report
      2011 Annual Research Report
  • [Presentation] Statistical estimation for CAPM with long-memory dependence2011

    • Author(s)
      加藤敢、天野友之、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      信州大学(長野県)
    • Year and Date
      2011-09-30
    • Related Report
      2011 Annual Research Report
  • [Presentation] Statistical Estimation for CAPM with Long-Memory Dependence2011

    • Author(s)
      Taniguchi, M.(谷口正信)
    • Organizer
      Conference on New Developments in Econometrics and Time Series
    • Place of Presentation
      ブリュッセル(ベルギー)(招待講演)
    • Year and Date
      2011-09-12
    • Related Report
      2011 Annual Research Report
  • [Presentation] 広がりのある統計学研究をめざして2011

    • Author(s)
      竹村彰通
    • Organizer
      日本統計学会
    • Place of Presentation
      九州大学(福岡県)(招待講演)
    • Year and Date
      2011-09-06
    • Related Report
      2011 Annual Research Report
  • [Presentation] 無向グラフに対するマルコフ基底の構造とその応用2011

    • Author(s)
      小川光紀、原尚幸、竹村彰通
    • Organizer
      日本統計学会
    • Place of Presentation
      九州大学(福岡県)
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] 大学教育における統計教育の質保証について2011

    • Author(s)
      竹村彰通
    • Organizer
      日本統計学会
    • Place of Presentation
      九州大学(福岡県)
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] Application of arrangement theory to unfolding models2011

    • Author(s)
      紙屋英彦、竹村彰通、徳重典英
    • Organizer
      日本統計学会
    • Place of Presentation
      九州大学(福岡県)
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] What is MAR2011

    • Author(s)
      狩野裕
    • Organizer
      日本統計学会
    • Place of Presentation
      九州大学(福岡県)
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] 構造方程式モデリングにおける特異に近い標本共分散行列にもとづく統計的推測2011

    • Author(s)
      鎌田亜美、狩野裕
    • Organizer
      日本統計学会
    • Place of Presentation
      九州大学(福岡県)
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] 母共分散行列からの影響を受けない高次元平均ベクトルの検定法の提案2011

    • Author(s)
      藤本翔太、狩野裕
    • Organizer
      日本統計学会
    • Place of Presentation
      九州大学(福岡県)
    • Year and Date
      2011-09-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] Bias of the direct LME for NMAR missingness : Theoretical Approach2011

    • Author(s)
      Kano, Y.(狩野裕)
    • Organizer
      IMPS2011, Hong Kong
    • Place of Presentation
      Institute of Education, Hong Kong
    • Year and Date
      2011-07-19
    • Related Report
      2011 Annual Research Report
  • [Presentation] 官庁統計の情報保護基準

    • Author(s)
      星野伸明
    • Organizer
      人工知能学会全国大会
    • Place of Presentation
      富山市
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 自然数の確率分割における周辺分布・続

    • Author(s)
      星野伸明
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      豊中市
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Learning from the experience of publishing useful data

    • Author(s)
      Nobuaki Hoshino
    • Organizer
      The 8th International Workshop on Security
    • Place of Presentation
      那覇市
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Book] Statistical Portfolio Estimation2016

    • Author(s)
      Taniguchi, M., Shiraishi, H., Hirukawa, J. Kato, S.H. and Yamashita, T.
    • Publisher
      Chapman & Hall
    • Related Report
      2014 Annual Research Report
  • [Book] 時系列解析ハンドブック2015

    • Author(s)
      北川、田中、川崎監修、 蛭川潤一 担当
    • Publisher
      朝倉書店
    • Related Report
      2014 Annual Research Report
  • [Book] 理工研報告特集号2015

    • Author(s)
      谷口 正信 編
    • Total Pages
      93
    • Publisher
      早稲田大学理工学研究所
    • Related Report
      2014 Annual Research Report
  • [Book] Statistical Inference for Financial Engineering2014

    • Author(s)
      Taniguchi, M, Amano, T., Ogata, H. and Taniai, H.
    • Total Pages
      118
    • Publisher
      Springer
    • Related Report
      2014 Annual Research Report
  • [Book] Statistical Inference for Financial Engineering2014

    • Author(s)
      Taniguchi, M., Amano, T., Ogata, H. and Taniai, H.
    • Total Pages
      118
    • Publisher
      Springer-Verlag
    • Related Report
      2013 Annual Research Report
  • [Book] Special Issue on the " Financial & Pension Mathematical Science"2014

    • Author(s)
      谷口 正信(編)
    • Total Pages
      145
    • Publisher
      早稲田大学理工学研究所
    • Related Report
      2013 Annual Research Report
  • [Book] Statistical Portfolio Estimation2014

    • Author(s)
      Taniguchi, M. Shiraishi, H., Hirukawa, J., Kato, H. and Yamashita, T.
    • Publisher
      Chapman & Hall
    • Related Report
      2013 Annual Research Report
  • [Book] Special Issue on the " Financial & Pension Mathematical Science" 早稲田大学理工研2013

    • Author(s)
      谷口 正信(編集委員長)
    • Total Pages
      100
    • Publisher
      正文社
    • Related Report
      2012 Annual Research Report
  • [Book] Special Issue on " Statistical Estimation of Portfolios for Dependent Financial Returns2012

    • Author(s)
      Masanobu TANIGUCHI ( Lead Guest Editor )
    • Total Pages
      200
    • Publisher
      Advances in Decision Sciences
    • Related Report
      2012 Annual Research Report
  • [Book] Special Issue on the " Financial & Pension Mathematical Science" 早稲田大学理工研2012

    • Author(s)
      谷口 正信(編集委員長)
    • Total Pages
      110
    • Publisher
      正文社
    • Related Report
      2012 Annual Research Report
  • [Remarks] 科研費・基盤研究(A)(2011-2014)報告

    • URL

      http://www.taniguchi.sci.waseda.ac.jp/kakenhoukoku2011.html

    • Related Report
      2014 Annual Research Report
  • [Remarks] 科学研究費基盤研究(A)(2011-2014)「非対称・非線形統計理論と経済・生体科学への応用 」

    • URL

      http://www.taniguchi.sci.waseda.ac.jp/kakenhoukoku2011.html

    • Related Report
      2013 Annual Research Report
  • [Remarks] 科研費基盤研究(A)2012報告

    • URL

      http://www.taniguchi.sci.waseda.ac.jp/kakenhoukoku2011.html

    • Related Report
      2012 Annual Research Report
  • [Remarks] 早稲田大学理工研報告

    • URL

      http://www.wise.sci.waseda.ac.jp/research/node/512

    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

      http://www.taniguchi.sci.waseda.ac.jp/kakenhoukoku2011.html

    • Related Report
      2011 Annual Research Report

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Published: 2011-04-06   Modified: 2019-07-29  

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