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Development on statistical inference for matrix-valued statistics

Research Project

Project/Area Number 25330043
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionJapan Women's University

Principal Investigator

Yoshihiko Konno  日本女子大学, 理学部, 教授 (00205577)

Research Collaborator EMURA Takeshi  
Project Period (FY) 2013-04-01 – 2018-03-31
Project Status Completed (Fiscal Year 2017)
Budget Amount *help
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2017: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2013: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywordsウィシャート分布 / 行列値統計量 / 統計的決定理論 / 最尤推定量 / 両側切断データ / 行列統計量 / 統計モデル / 縮小推定 / メタアナリシス / 共通平均 / 低ランク行列 / 推定問題 / 検定問題 / 縮小推定量 / 分散共分散行列
Outline of Final Research Achievements

(1) Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm.
(2) Biased sampling affects the inference for population parameters of interest if the sampling mechanism is not appropriately handled. This paper considers doubly-truncated data arising in lifetime data analysis in which samples are subject to both left- and right-truncations. To correct for the sampling bias with doubly-truncated data, maximum likelihood estimator (MLE) has been proposed under a parametric family called the special exponential family (Efron and Petrosian, in J Am Stat Assoc, 1999).

Report

(6 results)
  • 2017 Annual Research Report   Final Research Report ( PDF )
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • 2013 Research-status Report
  • Research Products

    (5 results)

All 2017 2015 2012 Other

All Journal Article (3 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 3 results,  Acknowledgement Compliant: 1 results) Presentation (1 results) (of which Invited: 1 results) Remarks (1 results)

  • [Journal Article] Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation2017

    • Author(s)
      Emura, Takeshi; Hu, Ya-Hsuan; Konno, Yoshihiko
    • Journal Title

      Statist. Papers

      Volume: 58 Pages: 877-909

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation2015

    • Author(s)
      Emura, Takeshi, Yoshihiko Konno, Hirofumi Michimae
    • Journal Title

      Lifetime Data Analysis

      Volume: 21 Issue: 3 Pages: 397-418

    • DOI

      10.1007/s10985-014-9297-5

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Multivariate normal distribution approaches for dependently left-truncated datta2012

    • Author(s)
      Takeshi Emura, Yoshihiko Konno
    • Journal Title

      Statistical Paper

      Volume: 53 Issue: 1 Pages: 133-149

    • DOI

      10.1007/s00362-010-0321-x

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Presentation] Shrinkage estimators for large covariance matrices in multivariate normal distribution2017

    • Author(s)
      Yoshihiko Konno
    • Organizer
      ワークショップ「行列解析の展開」
    • Place of Presentation
      名古屋大学
    • Related Report
      2016 Research-status Report
    • Invited
  • [Remarks] List of Papers

    • URL

      http://mcm-www.jwu.ac.jp/~konno/list.html

    • Related Report
      2013 Research-status Report

URL: 

Published: 2014-07-25   Modified: 2019-07-29  

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