An extended class of distributions and its robustness based on group invariance
Project/Area Number |
25400201
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Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Multi-year Fund |
Section | 一般 |
Research Field |
Foundations of mathematics/Applied mathematics
|
Research Institution | Osaka University of Economics (2015-2017) Nagoya University (2013-2014) |
Principal Investigator |
|
Project Period (FY) |
2013-04-01 – 2018-03-31
|
Project Status |
Completed (Fiscal Year 2017)
|
Budget Amount *help |
¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2015: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2013: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
|
Keywords | 統計数学 |
Outline of Final Research Achievements |
We introduced a general class of distributions in the framework of group invariance. This class of distributions contains two kinds of parameters corresponding to two group actions on the sample space. We studied robustness of the distributions of invariant statistics and a property called marginal equivalence for the Bayesian model using a certain kind of priors. Moreover, we tackled the estimation problem for the star-shaped distribution, which is a special case of our model. Specifically, we proposed a nonparametric estimator of the shape of the star-shaped contours of the density and investigated its properties.
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Report
(6 results)
Research Products
(8 results)