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The clarification of non-regular structure in statistical inference and its applications

Research Project

Project/Area Number 23340022
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionUniversity of Tsukuba

Principal Investigator

Akahira Masafumi  筑波大学, 名誉教授 (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)
TORIGOE Norio  東海大学, 理学部, 准教授 (40297180)
Project Period (FY) 2011-04-01 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥18,200,000 (Direct Cost: ¥14,000,000、Indirect Cost: ¥4,200,000)
Fiscal Year 2015: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2014: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2013: ¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2012: ¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2011: ¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Keywords切断分布族 / 最尤推定 / 漸近展開 / 漸近損失 / 切断分布 / 漸近分散 / 非正則分布 / 切断指数型分布族 / 極値統計量 / 位置母数 / 位置共変推定 / 荷重推定量 / 漸近集中確率 / 正則条件 / 統計量 / 漸近十分性 / 推定方式 / 検定方式 / 漸近正規性
Outline of Final Research Achievements

In the research, in the non-regular case when regularity conditions do not necessarily hold, the aim was to clarify the non-regular inferential structure from the viewpoint of higher order asymptotic expansion. For a one-/two-sided truncated exponential family of distributions as a typical non-regular family, an estimation problem on a natural/truncation parameter was considered. In the estimation of a natural parameter when a truncation parameter was a nuisance one, the asymptotic expansions of the maximum likelihood estimator (MLE)(0) of a natural parameter when a truncation parameter was known and the bias-adjusted MLE(1) of a natural parameter when a truncation parameter was unknown were derived, their asymptotic variances were obtained, and the second order asymptotic loss of MLE(1) relative to MLE(0) was given. The MLE of a truncation parameter when a natural parameter was a nuisance one was also considered. From the result the non-regular structure was clarified.

Report

(6 results)
  • 2015 Annual Research Report   Final Research Report ( PDF )
  • 2014 Annual Research Report
  • 2013 Annual Research Report
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • Research Products

    (34 results)

All 2016 2015 2014 2013 2012 2011 Other

All Journal Article (20 results) (of which Open Access: 5 results,  Peer Reviewed: 3 results) Presentation (14 results) (of which Invited: 2 results)

  • [Journal Article] Second order asymptotic evaluation of the Bayes estimator of a truncation parameter for a one-sided truncated exponential family of distributions2015

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

      Mathematical Research Note, Inst. of Math, Univ. of Tsukuba

      Volume: 2015-003 Pages: 1-18

    • Related Report
      2015 Annual Research Report
  • [Journal Article] Asymptotic comparison in maximum likelihood estimation of a natural parameter up to the second order for a truncated exponential family of distribtuions2015

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

      京都大学 数理解析研究所講究録

      Volume: 1954 Pages: 134-150

    • Related Report
      2015 Annual Research Report
    • Open Access
  • [Journal Article] Reference prior based on a general divergence for multi-parameter non-regular models2015

    • Author(s)
      橋本 真太郎・小池 健一
    • Journal Title

      京都大学 数理解析研究所講究録

      Volume: 1954 Pages: 125-133

    • Related Report
      2015 Annual Research Report
    • Open Access
  • [Journal Article] Second order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions2015

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

      Mathematical Research Note

      Volume: 2015-001 Pages: 1-15

    • NAID

      120007134900

    • Related Report
      2014 Annual Research Report
  • [Journal Article] Second order asymptotic behaviour of location equivariant estimators for a family of truncated distributions2014

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

      数理解析研究所講究録

      Volume: 1910 Pages: 102-114

    • Related Report
      2014 Annual Research Report
    • Open Access
  • [Journal Article] The generalized amount of information between the prior distribution and the asymptotic posterior one2014

    • Author(s)
      赤平昌文・小池健一
    • Journal Title

      数理解析研究所講究録

      Volume: 1910 Pages: 144-153

    • Related Report
      2014 Annual Research Report
    • Open Access
  • [Journal Article] Largest eigenvalue estimation for high-dimension, low-sample-size data and its application2014

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

      数理解析研究所講究録

      Volume: 1910 Pages: 115-124

    • Related Report
      2014 Annual Research Report
    • Open Access
  • [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
    • Peer Reviewed
  • [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

      数理解析研究所講究録

      Volume: 1860 Pages: 129-139

    • Related Report
      2013 Annual Research Report
  • [Journal Article] ベイズリスクに対するバッタチャリャ型情報不等式2013

    • Author(s)
      橋本真太郎・ 小池健一
    • Journal Title

      数理解析研究所講究録

      Volume: 1860 Pages: 1-8

    • Related Report
      2013 Annual Research Report
  • [Journal Article] On the distribution of the largest eigenvalue in high dimension2013

    • Author(s)
      矢田和善・ 青嶋 誠
    • Journal Title

      数理解析研究所講究録

      Volume: 1860 Pages: 120-128

    • Related Report
      2013 Annual Research Report
  • [Journal Article] 高次元小標本における統計的推測2013

    • Author(s)
      青嶋 誠・ 矢田和善
    • Journal Title

      数学

      Volume: 65 Pages: 225-247

    • NAID

      10031195365

    • 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
      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

      数理解析研究所講究録

      Volume: 1804 Pages: 188-192

    • Related Report
      2012 Annual Research Report
  • [Journal Article] ベイズ推測における事前分布の持つ情報の評価2012

    • Author(s)
      小池健一・神谷内 裕
    • Journal Title

      数理解析研究所講究録

      Volume: 1804 Pages: 1-10

    • Related Report
      2012 Annual Research Report
  • [Journal Article] Asymptotic properties of a distance-based classifier for high-dimensional data2012

    • Author(s)
      矢田和善・青嶋 誠
    • Journal Title

      数理解析研究所講究録

      Volume: 1804 Pages: 53-64

    • Related Report
      2012 Annual Research Report
  • [Journal Article] 項目反応論を用いたプロ野球選手の評価について2012

    • Author(s)
      時光順平・鳥越規央
    • Journal Title

      数理解析研究所講究録

      Volume: 1804 Pages: 21-29

    • 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

      数理解析研究所講究録

      Volume: 1758 Pages: 90-99

    • Related 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

      数理解析研究所講究録

      Volume: 1758 Pages: 195-201

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Two-stage procedures for high-dimensional data (Editor's special invited paper)2011

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

      Sequential Analysis

      Volume: 30 Issue: 4 Pages: 356-399

    • DOI

      10.1080/07474946.2011.619088

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Presentation] Skew q-gaussian distribution2016

    • Author(s)
      田崎 雅裕・小池 健一
    • Organizer
      京都大学数理解析研究所 RIMS共同研究による研究会
    • Place of Presentation
      京都大学数理解析研究所(京都府京都市)
    • Year and Date
      2016-03-07
    • Related Report
      2015 Annual Research Report
  • [Presentation] Reference prior via α-divergence in non-regular multi-parameter case2015

    • Author(s)
      橋本 真太郎・小池 健一
    • Organizer
      日本数学会秋期総合分科会
    • Place of Presentation
      京都産業大学(京都府京都市)
    • Year and Date
      2015-09-16
    • Related Report
      2015 Annual Research Report
  • [Presentation] Asymptotic loss of the MLE of a truncation parameter for a one-sided truncated exponential family of distributions2015

    • Author(s)
      赤平昌文・大谷内奈穂
    • Organizer
      日本数学会年会
    • Place of Presentation
      明治大学駿河台キャンパス
    • Year and Date
      2015-03-23
    • Related Report
      2014 Annual Research Report
  • [Presentation] Asymptotic loss of the MLE of a truncation parameter for a two-sided truncated exponential family of distributions2015

    • Author(s)
      大谷内奈穂・赤平昌文
    • Organizer
      日本数学会年会
    • Place of Presentation
      明治大学駿河台キャンパス
    • Year and Date
      2015-03-23
    • Related Report
      2014 Annual Research Report
  • [Presentation] Reference priors with maximum divergence for multiparameter non-regular models2015

    • Author(s)
      橋本真太郎・小池健一
    • Organizer
      日本数学会年会
    • Place of Presentation
      明治大学駿河台キャンパス
    • Year and Date
      2015-03-23
    • Related Report
      2014 Annual 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 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] Interval estimation procedures and information inequalities

    • Author(s)
      Akahira, M.
    • Organizer
      The 59th World Statistics Congress of the International Statistical Institute
    • Place of Presentation
      Hong Kong Convention and Exhibition Centre, China
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Asymptotic comparison of the MLE and MCLE of a natural parameter up to the second order for a truncated exponential family of distributions

    • Author(s)
      赤平昌文
    • Organizer
      日本数学会年会
    • Place of Presentation
      学習院大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] Effective PCA for high-dimensional data and its applications

    • Author(s)
      Aoshima, M and Yata, K.
    • Organizer
      The 59th World Statistics Congress of the International Statistical Institute
    • Place of Presentation
      Hong Kong Convention and Exhibition Centre, China
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 高次元データの2次判別分析について

    • Author(s)
      矢田和善・ 青嶋 誠
    • Organizer
      日本数学会年会
    • Place of Presentation
      学習院大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] Asymptotic concentration probabilities of the Pitman estimator and weighted estimators in the non-regular case

    • Author(s)
      Ohyauchi, N.
    • Organizer
      The 59th World Statistics Congress of the International Statistical Institute
    • Place of Presentation
      Hong Kong Convention and Exhibition Centre, China
    • Related Report
      2013 Annual Research Report
  • [Presentation] Loss of information associated with the statistic in a class of non-regular cases

    • Author(s)
      Akahira, M., Kim, H. G. and Ohyauchi, N.
    • Organizer
      The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      つくば国際会議場
    • Related Report
      2012 Annual Research Report
  • [Presentation] Bayesリスクに対する情報不等式について

    • Author(s)
      橋本真太郎・小池健一
    • Organizer
      日本数学会年会
    • Place of Presentation
      京都大学吉田キャンパス
    • Related Report
      2012 Annual Research Report
  • [Presentation] Power spiked モデルをもつ高次元データの固有値推定について

    • Author(s)
      矢田和善・青嶋 誠
    • Organizer
      日本数学会年会
    • Place of Presentation
      京都大学吉田キャンパス
    • Related Report
      2012 Annual Research Report

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

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