1996 Fiscal Year Annual Research Report

数理統計学における情報抽出の理論と応用に関する研究

Research Project

Project/Area Number	08304015
Section	総合
Research Institution	Chiba University
Principal Investigator	田栗正章千葉大学, 理学部, 教授 (10009607)
Co-Investigator(Kenkyū-buntansha)	蔵野正美千葉大学, 教育学部, 教授 (70029487) 安芸重雄大阪大学, 基礎工学部, 助教授 (90132696) 長尾壽夫大阪府立大学, 工学部, 教授 (80033869) 谷口正信大阪大学, 基礎工学部, 助教授 (00116625) 柳川堯九州大学, 大学院・数理学研究所, 教授 (80029488)
Keywords	複雑非線形現象 / 離散・ノンパラ・セミパラ解析 / 多変量解析 / 数理計画モデル / 時系列解析 / 逐次統計解析 / 確率分布論
Research Abstract	本研究は、数理統計学における種々の方法が、データの持つどのような情報を、どのようにして抽出しているのかという情報抽出の構造を把握し、それらを整理して情報抽出の構造を統一的に捉えることを目的として、2年継続で研究するものである。今年度はその初年度であり、ノンパラメトリック解析法、多変量解析法、数理計画法、時系列解析法、逐次統計解析法、確率分布論の各分野についての研究を行った。その結果、これらの各分野について、情報抽出の構造解明のための方法論の発見、情報抽出の構造の究明、新しい方法の発見とその有効性等についての知見が得られた。これに関連して今年度開催された研究集会の概要は次の通りであった。 (1)複雑非線形現象の「離散・ノンパラ・セミパラ」解析 (平成8年10月17〜18日,於熊本大学工学部,発表件数11件) (2)多変量解析の理論と応用の研究 (平成8年11月14〜16日,於東京工業大学国際交流会館および百年記念館,発表件数21件) (3)数理計画モデルの最適化と応用に関する研究 (平成8年12月4〜6日,於金沢大学工学部,発表件数31件) (4)時系列解析の理論と応用の研究 (平成8年12月5〜7日,於大阪大学基礎工学部,発表件数13件) (5)逐次統計解析に関する研究 (平成8年12月12〜14日,於九州大学国際ホール,発表件数12件) (6)確率分布論とその応用の研究 (平成9年1月6〜8日,於大阪大学基礎工学部,発表件数17件)

Research Products

(17 results)

All Other

All Publications (17 results)

[Publications] J.Wang: "Jackknifing : higher order accurate intervals" Journal of the Japan Statistical Society. Vol.26:No.1. 69-82 (1996)
[Publications] 汪金芳: "ブートストラップ法-2標本問題からの考察" 統計数理. 44巻・1号. 3-18 (1996)
[Publications] T.Morikawa: "Equivalence tests for pair-matched binary data" Bull.of Informatics and Cybernetics. Vol.28・No.1. 31-45 (1996)
[Publications] A.Endoh: "A proposal for testing equivalence or more than equivalence for pairmatched case in camparative clinical trzals" Japanese Journal of Applied Statistics. Vol.24. 59-73 (1996)
[Publications] Y.Yanagawa: "No-Observed-Adverse-Effect levels in severity data" Journal of American Statistical Association. Vol.92(印刷中). (1997)
[Publications] G.Ohama: "Tests for stationarity using the residuals" Bull.of Informatics and Cybernetics. Vol.29・No.1(印刷中). (1997)
[Publications] H.Nagao: "On fixed width confidence regions for multivariate normal mean when the covariance matrix has some structure" Sequential Analysis. 15. 37-46 (1996)
[Publications] H.Nagao: "Asymptotically pointwise optimal riles for estimating the mean in geneal exponential distributions for squared loss" Sequential Analysis. (発表予定).
[Publications] S.Aki: "Lifetime distribution and estimation problems of consecutive-k-out-of-n : F systems" Annals of the Institate of Statical Mathematics. Vol.48・No.1. 185-199 (1996)
[Publications] S.Aki: "Sooner and later waiting time problems for success failure runs in higher order Markov dependent trials" Annals of the Institate of Statical Mathematics. Vol.48・No.4. 773-787 (1996)
[Publications] N.Balakrishnan: "Start-up demonstration tests under Morkov dependence model with concective actions" Annals of the Institute of Statical Mathematics. Vol.49(印刷中). (1997)
[Publications] M.Taniguchi: "Nonparametric approach for non-Gaussian vector stationary processes" Journal of Multivariate Analysis. 56. 259-283 (1996)
[Publications] M.Taniguchi: "Valid Edgeworth expansions of M-estimators in regression models with weekly dependent residuals" Econometric Theory. 12. 331-346 (1996)
[Publications] M.Taniguchi: "Higher order asymptotic theory for tests and studentized statistics in time series" Springer Lecture Notes in Statistics. Vol.115. 406-419 (1996)
[Publications] Y.Kadota: "Utility-optimal stopping in a denumerable Markov chain" Bull.of Informatics and Cybernetics. Vol.28・No.1. 15-21 (1996)
[Publications] Y.Kadota: "A utility deviation in discounted Markov decision processes with general utility" Bull.of Informatics and Cybernetics. Vol.28・No.1. 71-78 (1996)
[Publications] M.Kurano: "Markov-type fuzzy decision processes with a discounted reward on a closed interval" European Journal of Operational Research. Vol.92. 649-662 (1996)

1996 Fiscal Year Annual Research Report

数理統計学における情報抽出の理論と応用に関する研究

Principal Investigator

田栗 正章 千葉大学, 理学部, 教授 (10009607)

Research Products

[Publications] J.Wang: "Jackknifing : higher order accurate intervals" Journal of the Japan Statistical Society. Vol.26:No.1. 69-82 (1996)

[Publications] 汪金芳: "ブートストラップ法-2標本問題からの考察" 統計数理. 44巻・1号. 3-18 (1996)

[Publications] T.Morikawa: "Equivalence tests for pair-matched binary data" Bull.of Informatics and Cybernetics. Vol.28・No.1. 31-45 (1996)

[Publications] A.Endoh: "A proposal for testing equivalence or more than equivalence for pairmatched case in camparative clinical trzals" Japanese Journal of Applied Statistics. Vol.24. 59-73 (1996)

[Publications] Y.Yanagawa: "No-Observed-Adverse-Effect levels in severity data" Journal of American Statistical Association. Vol.92(印刷中). (1997)

[Publications] G.Ohama: "Tests for stationarity using the residuals" Bull.of Informatics and Cybernetics. Vol.29・No.1(印刷中). (1997)

[Publications] H.Nagao: "On fixed width confidence regions for multivariate normal mean when the covariance matrix has some structure" Sequential Analysis. 15. 37-46 (1996)

[Publications] H.Nagao: "Asymptotically pointwise optimal riles for estimating the mean in geneal exponential distributions for squared loss" Sequential Analysis. (発表予定).

[Publications] S.Aki: "Lifetime distribution and estimation problems of consecutive-k-out-of-n : F systems" Annals of the Institate of Statical Mathematics. Vol.48・No.1. 185-199 (1996)

[Publications] S.Aki: "Sooner and later waiting time problems for success failure runs in higher order Markov dependent trials" Annals of the Institate of Statical Mathematics. Vol.48・No.4. 773-787 (1996)

[Publications] N.Balakrishnan: "Start-up demonstration tests under Morkov dependence model with concective actions" Annals of the Institute of Statical Mathematics. Vol.49(印刷中). (1997)

[Publications] M.Taniguchi: "Nonparametric approach for non-Gaussian vector stationary processes" Journal of Multivariate Analysis. 56. 259-283 (1996)

[Publications] M.Taniguchi: "Valid Edgeworth expansions of M-estimators in regression models with weekly dependent residuals" Econometric Theory. 12. 331-346 (1996)

[Publications] M.Taniguchi: "Higher order asymptotic theory for tests and studentized statistics in time series" Springer Lecture Notes in Statistics. Vol.115. 406-419 (1996)

[Publications] Y.Kadota: "Utility-optimal stopping in a denumerable Markov chain" Bull.of Informatics and Cybernetics. Vol.28・No.1. 15-21 (1996)

[Publications] Y.Kadota: "A utility deviation in discounted Markov decision processes with general utility" Bull.of Informatics and Cybernetics. Vol.28・No.1. 71-78 (1996)

[Publications] M.Kurano: "Markov-type fuzzy decision processes with a discounted reward on a closed interval" European Journal of Operational Research. Vol.92. 649-662 (1996)

田栗正章千葉大学, 理学部, 教授 (10009607)