Statistical inference theory for irregularly spaced spatio-temporal data

• Project/Area Number: 25610030
• Research Category: Grant-in-Aid for Challenging Exploratory Research
• Allocation Type: Multi-year Fund
• Research Field: Foundations of mathematics/Applied mathematics
• Research Institution: The University of Tokyo
• Principal Investigator: YAJIMA Yoshihiro 東京大学, 経済学研究科(研究院), 教授 (70134814)
• Project Period (FY): 2013-04-01 – 2015-03-31
• Project Status: Completed (Fiscal Year 2014)
• Budget Amount: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000); Fiscal Year 2014: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000); Fiscal Year 2013: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
• Keywords: 時空間統計解析 / 時空間定常確率場 / 統計的仮説検定 / 不等間隔時空間データ / 時空間計量経済学 / 大規模時空間データ / ノンパラメトリック検定 / セミパラメトリック検定 / 時空間非定常確率場 / 時空間統計的検定

Outline of Final Research Achievements

We proposed a new test statistic for statistical hypothesis testing given irregularly spaced spatio-tempora data from a stationary random field.
If we assume that the limiting distribution under the null hypothesis is a normal distribution, its expectation and variance are expressed by a much simple form in terms of the kernel function that is used to construct an estimator of the spectral density function. Hence this statistic is applied easily to analyze an actual large spatio-temporal data. We are trying now to justify theoretically that the limiting distribution is normal.

Research Products

• [Journal Article] On statistical testing for spatio-temporal stationary random fields (2014)
  • Author(s): Yoshihiro Yajima and Yasumasa Matsuda
  • Journal Title: Abstracts of the International Society of NonParametric Statistics Volume: 1 Pages: 55-56
• [Journal Article] Covariance tapering for prediction of large spatial data sets in transformed random fields (2013)
  • Author(s): Toshihiro Hirano and Yoshihiro Yajima
  • Journal Title: Annals of the Institute of Statistical Mathematics Volume: 65 Issue: 5 Pages: 913-939
  • DOI: 10.1007/s10463-013-0399-8
  • NAID: 40019817820
  • Peer Reviewed
• [Presentation] On statistical testing for spatio-temporal stationary random fields (2014)
  • Author(s): Yoshihiro Yajima
  • Organizer: The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting
  • Place of Presentation: Taipei,Taiwan
  • Year and Date: 2014-06-29 – 2014-07-03
• [Presentation] On statistical testing for spatio-temporal stationary random fields (2014)
  • Author(s): Yoshihiro Yajima
  • Organizer: International Society of NonPrametric Statistics
  • Place of Presentation: Cadiz, Spain
  • Year and Date: 2014-06-12 – 2014-06-16
  • Invited
• [Presentation] On statistical testing for spatio-temporal stationary random fields (2014)
  • Author(s): Yoshihiro Yajima and Yasumasa Matsuda
  • Organizer: International Society for Nonparametric Statistics
  • Place of Presentation: Cadiz(Spain)
  • Invited
• [Presentation] On statistical testing for spatio-temporal stationary random fields (2014)
  • Author(s): Yoshihiro Yajima and Yasumasa Matsuda
  • Organizer: Instiute of Mathmatical Statistics
  • Place of Presentation: Taipei(Taiwan)
• [Presentation] On statistical testing for spatio-temporal random fields (2013)
  • Author(s): Yoshihiro Yajima and Yasumasa Matsuda
  • Organizer: International Statistical Institute
  • Place of Presentation: 東京大学
  • Invited
• [Presentation] On statistical testing for spatio-temporal random fields (2013)
  • Author(s): Yoshihiro Yajima and Yasumasa Matsuda
  • Organizer: 科学研究費補助金研究集会(於.東北大学)
  • Place of Presentation: 東北大学