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A study on statistical theory via the Bernstein polynomial/asymmetric kernel and its application

Research Project

Project/Area Number 26330030
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionHokkaido University

Principal Investigator

Kakizawa Yoshihide  北海道大学, 経済学研究科, 教授 (30281778)

Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2016: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2015: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2014: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywordsノンパラメトリック法 / 密度推定 / ノンパラメトリック / 境界バイアス
Outline of Final Research Achievements

In this study, we focus on the asymmetric kernel methods to estimate the probability density function for nonnegative data. Especially, we have proposed (i) a family of asymmetric kernel density estimators, depending on the so-called density generator that plays a role of an infinite dimensional parameter, and (ii) a family of Amoroso kernel density estimators, including the gamma/inverse gamma/inverse Gaussian/reciprocal inverse Gaussian/Birnbaum-Saunders/log-normal kernel density estimators as special cases of these families. Also, we have discussed (iii) some bias-reduced density estimators. We have established their asymptotic properties (bias, variance, mean integrated squared error, and so on), as well as the (pointwise) strong consistency and asymptotic normality. The simulation studies have been conducted to confirm our theoretical results.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (12 results)

All 2017 2016 2015

All Journal Article (2 results) (of which Peer Reviewed: 2 results,  Acknowledgement Compliant: 2 results) Presentation (10 results) (of which Int'l Joint Research: 1 results,  Invited: 2 results)

  • [Journal Article] Inverse gamma kernel density estimation for nonnegative data2017

    • Author(s)
      Kakizawa, Y. and Igarashi, G.
    • Journal Title

      Journal of the Korean Statistical Society

      Volume: -

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Bias corrections for some asymmetric kernel estimators2015

    • Author(s)
      Igarashi, G. and Kakizawa, Y.
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 159 Pages: 37-63

    • DOI

      10.1016/j.jspi.2014.11.003

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] 境界バイアスのない、対称分布をベースにしたq-MIGカーネル密度推定量とその関連した話題について2017

    • Author(s)
      柿沢佳秀
    • Organizer
      第18回「ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶應義塾大学(港区)
    • Related Report
      2016 Annual Research Report
  • [Presentation] Amorosoカーネル密度推定量とその改良について2017

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      第18回「ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶應義塾大学(港区)
    • Related Report
      2016 Annual Research Report
  • [Presentation] バーンバウム・サンダース分布の種々の一般化と密度推定への応用2016

    • Author(s)
      柿沢佳秀
    • Organizer
      第17回「ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶應義塾大学(東京都港区)
    • Year and Date
      2016-03-29
    • Related Report
      2015 Research-status Report
  • [Presentation] Generalized Birnbaum-Saunders kernel density estimator2016

    • Author(s)
      柿沢佳秀
    • Organizer
      日本数学会
    • Place of Presentation
      筑波大学(茨城県つくば市)
    • Year and Date
      2016-03-19
    • Related Report
      2015 Research-status Report
  • [Presentation] Some boundary-bias-free density estimators2016

    • Author(s)
      Kakizawa, Y. and Igarashi, G.
    • Organizer
      The 4th Institute of Mathematical Statistics: Asia Pacific Rim Meeting
    • Place of Presentation
      香港中文大学(香港)
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 対称分布をベースにした逆ガウス・相反逆ガウスカーネル確率密度推定法2016

    • Author(s)
      柿沢佳秀
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      金沢大学(金沢市)
    • Related Report
      2016 Annual Research Report
  • [Presentation] Amorosoカーネルを用いたノンパラメトリック密度推定について2016

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      金沢大学(金沢市)
    • Related Report
      2016 Annual Research Report
  • [Presentation] Recent developments in boundary-bias-free asymmetric kernel density estimation2015

    • Author(s)
      Kakizawa, Y. and Igarashi, G.
    • Organizer
      研究集会「Recent Progress in Time Series and Related Fields」
    • Place of Presentation
      東北大学(宮城県仙台市青葉区)
    • Year and Date
      2015-12-11
    • Related Report
      2015 Research-status Report
  • [Presentation] Some multivariate asymmetric kernel estimators for density functions2015

    • Author(s)
      柿沢佳秀
    • Organizer
      研究集会「大規模複雑データの理論と方法論:最前線の動向」
    • Place of Presentation
      筑波大学(茨城県つくば市)
    • Year and Date
      2015-11-17
    • Related Report
      2015 Research-status Report
  • [Presentation] 境界バイアスのない非対称カーネル推定量の最近の進展2015

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      日本統計学会春季集会
    • Place of Presentation
      東京
    • Year and Date
      2015-03-08
    • Related Report
      2014 Research-status Report
    • Invited

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Published: 2014-04-04   Modified: 2018-03-22  

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