Weak convergence in infinite-dimensional spaces and statistical applications
| Project/Area Number |
24540152
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
NISHIYAMA Yoichi 統計数理研究所, 数理・推論研究系, 准教授 (90270412)
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| Project Period (FY) |
2012-04-01 – 2015-03-31
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| Project Status |
Completed (Fiscal Year 2014)
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| Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2013: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2012: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Keywords | マルチンゲール / 確率場 / 最大不等式 / 無限次元解析 / 変化点問題 / 推定方程式 / 経験過程 / 弱収束 / 緊密性 / Cox モデル / セミパラメトリック統計 / 国際情報交換 / エントロピー / セミパラメトリック推定 |
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| Outline of Final Research Achievements |
As an alternative to the well-known methods of chaining and bracketing, a new method to establish a stochastic maximal inequality was studied. We took an approach to reduce the maximum of high-dimensional martingales to that of the one-dimensional martingale as the sum of the original martingales.
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Report
(4 results)
Research Products
(16 results)
