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2000 Fiscal Year Final Research Report Summary

DEVELOPMENT OF STATISTICAL THEORY AND ITS APPLICATION FOR COMPLEX NONLINEAR DATA

Research Project

Project/Area Number 09440083
Research Category

Grant-in-Aid for Scientific Research (B).

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKYUSHU UNIVERSITY

Principal Investigator

YANGAWA Takashi  Faculty of Mathematics, KYUSHU UNIVERSITY, Prof., 大学院・数理学研究院, 教授 (80029488)

Co-Investigator(Kenkyū-buntansha) OHTAKI Megu  Hiroshima Univ., Research Inst of Radiation Medcine, Prof, 原爆放射能医学研究所, 教授 (20110463)
TAGURI Masaaki  Chiba Univ., Faculty of Science, Prof., 理学部, 教授 (10009607)
KONISHI Sadanori  Faculty of Mathematics, KYUSHU UNIVERSITY, Prof., 大学院・数理学研究院, 教授 (40090550)
FUEDA Kaoru  Faculty of Mathematics, KYUSHU UNIVERSITY Ass, 大学院・数理学研究院, 助手 (50253399)
KAKIZAWA Yoshihide  Hokkaido Univ., Faculty of Economics, Ass.Prof., 大学院・経済学研究科, 助教授 (30281778)
Project Period (FY) 1997 – 2000
Keywordsbootstrap / etra binomial distribution / extra Poisson distribution / observational chaos / information criterion / generalized nonlinear model / Lyapunov exponent / nonlinear autoregressive model
Research Abstract

・A method of estimating embedding dimension and delay time is developed, and the usefulness of the method is demonstrated by analysing pulsasion data and EEG data
・An estimator for the Lyapunov exponent is developed in a framework of nonlinear autoregressive model and its consisitency is proved
・Universal method is developed for evaluating estimated logistic model with penaluty term, and its usefulness is prove by simulation
・A method of evaluating Bayesian prediction model is developed based on information criterion, and th method is successfully applied to estimation of hyper parameter
・Statistical tests are developed for the bootstrap method. Also usefulness of the bootstrap method in estimating variance for estimators in nonlinear complex situation
・An algorithm is developed for computing nonlinear optimization problems based on new idea of cross-excange conditional expectation, and also computer program is developed
・Efficiency of Bahadur slope is proved in a framework of stationary time series
・Asymptotic normality of Cross-varidation estimator for mean square error in prediction is proved
・Nonlinear trend tests are developed for data that show extra Poisson and extra Binomial dispersion
・Mantel-Haenszel type estimators for relative risk are developed in counter-mached sampling design and also for hazard rates in survival analysis

  • Research Products

    (88 results)

All Other

All Publications (88 results)

  • [Publications] Yanagawa,T., et al.: "No-observed-adverse-effect levels in severity data"American Statist Assoc. 92. 449-454 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Ohama,G.and Yanagawa,T.: "Testing stationarity using residuals"Bull of Informatics and Cybernetics. Vol29. 15-39 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Zhang,Z-Z.and Yanagawa,T.: "Obtaining invariant estimators for multiple relative rates from their given pairwise estimators"Bull of Informatics and Cybenetics. Vol30. 69-77 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yanagawa,T.: "Teaching the Mantel-Haenszel procedures to medical students"Proceedings of the Fifth International Conference on Teaching of Statistics. Vol1. 295-301 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakata,T.and Yanagawa,T.: "Determination of the No-Observed-Adverse Effect level by controlling over-estimation probability"Statistics Research Rep, The Australian National Univ. No.SSR. 007-98 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yanagawa,T., et al.: "Methods of controlling the over-estimation of the No-Observed-Adverse-Effect level"Proceedings of the XIXth International Biometric Conference, Invited Papers Vol. 227-233 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 柳川尭: "毒性データの解析:無影響量決定問題について"統計数理. Vol46,No1. 193-203 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 佐藤俊哉,高木広文,柳川尭,柳本武美: "Mante-Haenszel法による複数の2x2表の要約"統計数理. Vol46,No.1. 157-158 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yanagawa,T.and Sakata,T.: "The q-values for controlling the second kind of errors"Bull of the International Statist Inst. ISI99 Book3. 485-486 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Jayasekara,L., et al.: "Versatile tests for non-linear data in 2 x K tables"Bull of Informatics and Cybernetics. Vol31. 179-191 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Zhang,Z-Z., et al.: "On Mantel-Haenszel type estimators in simple nested case-control study"Commun in Statist, Theory and Methods. Vol29,No11. 2507-2521 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yanagawa,T., et al:: "Analysis of observed chaotic data by non-linear autoregressive model"Proceedings of the International Symposium on Frontier of Time series Modeling.. 252-262 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yanagawa,T., et al.: "Detecting chaos in physiological data"Abstract : An International Conference on Recent Developments in Statist and Prob and Their Applic. 530-534 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Zhang,Z-Z.and Yanagawa,T.: "Generalized Begun-Reid estimators for multiple hazard rates,"J of Statist Planning and Inference. (印刷中).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Yanagawa,T.and Kikuchi,Y.: "Statistical issues on the determination of the No-Observed-Adverse-Effect levels in toxicology"Environmetrics. (印刷中).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Tsuchiya,T.and Konishi,S.: "General saddlepoint approximations and normalizing transformations for multivariate statistics."Communic in Statistics -Theory and Method. 26(11). 2541-2563 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Zhao,Y.and Konishi,S.: "Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions."Statistics and Probability Letters. 32. 291-299 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Ichikawa,M.and Konishi,S.: "Bootstrap tests for the goodness of fit in factor analysis."Behaviormetrika. 24. 27-38 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Honda,M.and Konishi,S.: "Resampling methods for error rate estimation in discriminant analysis."Data Science, Classification, and Related Methods, C.Hayashi, et al.(Eds.),. Springer-Vellag Tokyo.pp. 268-275 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 中村永友,小西貞則: "情報量規準に基づく多変量正規混合分布モデルのコンポーネント数の推定,"応用統計学. 27-3. 165-180 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Konishi,S.: "Statistical model evaluation and information criteria"in "Multivariate Analysis, Design of Experiments, and Survey Sampling" (Ed.by Subir Ghosh), Marcel Dekker. 369-399 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Tsuchiya,T.and Konishi,S.: "General saddlepoint approximations to distributions under an elliptical population"Commun.Statist.-Theory Meth.. 28(3284). 727-754 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Ichikawa,M.and Konishi,S.: "odel evaluation and information criteria in covariance structure analysis."British J of Math and Statist Psychology. 52. 285-302 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 小西貞則,北川源四郎: "情報量規準構成の理論と応用-最近の発展-"計測と制御. 38-7. 413-419 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 北川源四郎,小西貞則: "一般化情報量規準GICとブートストラップ"統計数理. 47-2. 375-394 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 井元清哉,小西貞則: "情報量規準に基づくB-スプライン非線形回帰モデルの推定,"応用統計学. 28-3. 137-150 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 井元清哉,小西貞則: "B-スプラインによる非線形回帰モデルと情報量規準"統計数理. 47-2. 359-373 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 小西貞則: "統計的モデリングと情報量規準"応用数理. 10-3. 14-33 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 小西貞則: "統計的モデリングと情報量規準構成の理論-汎関数に基づくアプローチ-,"数学. 52-2. 128-141 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Taguri,M.: "Catastrophic phenomena in statistical optimization problem?"Technical Rep of Math Sci, Chiba Univ.. Vol14,No.3. (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Hashimoto,A., et al.: "Maximization of correlation coefficient under quadratic constraint,"Proceedings of the Sixth China-Japan, Symp on Statist. 64-67 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H., et al.: "Optimum weight of marks in university entrance examinations,"Proceedings of the Sixth China-Japan Sympo on Statist. 177-180 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Wang,J.and Taguri,M.: "A dynamic bootstrap approach to longitudinal data analysis,"Proceedings of the Ninth Korea and Japan Joint Conf of Statis : Multivariate Analysis and Computing. 114-119 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 田栗正章 他: "欠席率を考慮した予備選抜倍率の決定"大学入試研究ジャーナル. 8. 21-28 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Wang,J.and Taguri,M.: "Improved bootstrap through modified resample size"J of the Japan Statist Soc. 28(2). 181-192 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H., et al.: "Two estimated snow load curves and the bootstrap significance test,"J of the Japanese Soc of Computation Statist. 12(1). 51-65 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H.and Taguri,M.: "Bootstrap test of mean difference of paired longitudinal data by curve resampling,"Proceedings of the Seventh Japan-China Symp on Stat. 193-196 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Hashimoto,A., et al.: "Numerical consideration on maximizing correlation coefficient under non-linear constraints,"Proceedings of the Seventh Japan-China Symp on Stat. 383-384 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Hashimoto,A., et al.: "On optimal solusions under quadratic constraints"Proceedings of the Tenth Japan and Korea Joint Conf of Stat : Statistical Prediction and Computing. 203-208 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H.and Taguri,M.: "Bootstrap tests for the equality of two regression functions by curve resampling,"Abstract of Internatl Conf on Stat, Combi and Related Areas and the Seventh Internatl Conf of the Forum for Interdisciplinary Math. 54. (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Taguri,M., et al.: "On the problem of maximizing correlation under quadratic constraint"Abstract of Internatl Conf on Stat, Combi and Related Areas and the Seventh Internatl Conf of the Forum for Interdisciplinary Math. 67. (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Sakurai,H.and Taguri,M.: "Bootstrap tests for mean difference of paired data with dependency : Comparison of the sizes and powers by simulation"J of Stat Computation and Simulation. (印刷中). (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] K.B.Athreya, et al.: "On the bootstrap and the moving block bootstrap or the maximum of a stationary process,"J of Statist Planning and Inference. 76. 1-17 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Fukuchi,J.: "Subsampling and model selection in time series analysis"Biometrika. 86. 591-604 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kakizawa,Y., et al.: "Discrimination and clustering for multivariate time series."J of the American Statist Assoc. 93(1). 328-340 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kakizawa,Y.: "On exponential rates of estimators of the parameter in the first-order autoregressive process."Statist & Probabilit Letters. 38(4). 355-362 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kakizawa,Y.: "Note on the asymptotic efficiency of sample covariances in Gaussian vector stationary processes."J of Time Series Analysis. 20(5). 551-558 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kakizawa,Y.: "On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes"Stochastic Processes and their Applic. 85(1). 29-44 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kakizawa,Y.:: "Local comparison of Rao and Wald statistics in the Bahadur sense."Statistica Sinica. 10-1. 297-315 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 村木千恵 他: "主用点解析法による極東夏期天気図の分類"応用統計学. 27. 17-31 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Ohtaki,M., et al.: "Estimating apportionment of particulate matters based on source profiles with fluctuations,"Environmetrics,. 8. 341-350 (1997)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Otani,K., et al.: "Analysis of age dependency of permanent tooth loss based nonrepeated observations,"Jpn J of Biometrics,. 20. 41-55 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Fujikoshi,Y., et al.: "Growth curve model with hierarchical within-individuals design matrics,"Ann Inst Statist Math,. 51. 707-721 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 濱崎俊光 他: "ベキ変換とその変型、"応用統計学、. 25. 357-381 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Nakayama,T., et al.: "Statistical analysis of female proportion among the Japanese infant population of 0-4 year olds,"Jpn J of Biometrics,. 20. 155-166 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 高橋綾 他: "戸建て住宅の価格と環境条件に関するノンパラメトリック回帰分析、"広島女学院大学生活科学部紀要,. 7. 57-65 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 大瀧慈 他: "治療効果における個体変動を考慮した多変量生存時間データ解析法の開発、-ワイブル・ガンマモデルに基づく生存期間データの重回帰分析-"がん治療のあゆみ、. 19. 17-24 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Ohtaki,M.and Niwa,O.: "Mathematical implications for radiation carcinogenesis based on hypothesis of induction of genomic instability,"Jpn J Biometrics,. 21-1. 77-84 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kawasaki,H., et al.: "Statistical analysis of geographical features of lung cancer mortality in Japan,"Jpn J of Clinical Oncology,. 30. 557-561 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 越智義道: "催奇形性試験におけるカテゴリカルデータの分析-超過変動の処理-(1)."放射線科学. 41-1. 10-16 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 越智義道: "催奇形性試験におけるカテゴリカルデータの分析-超過変動の処理-(2)."放射線科学,. 41-2. 54-63 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 越智義道: "超多項変動を持つデータの解析"統計数理. 46-1. 205-225 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Fueda,K.and Yanagawa,T.: "Estimating the embedding dimension and delay time from chaotic time series with dynamic noise."J of the Japan Statist Soc,. (印刷中).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 標本誤差推計研究会: "標本誤差の推計方法-最新時代の理論と実証-"Sinfonica研究叢書,(財)統計情報研究開発センター. 176 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Taniguchi, M. and Kakizawa,Y.: "Asymptotic Theory of Statistical Inference for Time Series"Springer. 382 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Zhang, Z-Z., et al.: "On Mantel-Haenszel type estimators in simple nested case-control study"Communication in Statistics, Theory and Methods. Vol. 29, No. 11. 2507-2521 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yanagawa, T.et al.: "Analysis of observed chaotic date by non-linear autoregressive model"Proceedings of the International Symposium on rontier of Time series Modeling. 252-262 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yanagawa, T.et al.: "Detecting chaos in physiological data"Proceedings of An International Conference on recent Developments in Statistics and Probability and Their Applications. 530-534 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Zhang, Z-Z.and Yanagawa, T.: "Generalized Begun-Reid estimators for multiple hazard rates"J.of Statistical Planning and Inference. (in press).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yanagawa, T.and Kikuchi, Y.: "Statistical issues on the determination of the No-Observed-Adverse-Effect levels in toxicology"Environmetrics. (in press).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konishi, S.: "Information criteria and statistical modeling (in Japanese)"Ohyou Suuri. Vol 10-3. 14-33 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konishi, S.: "Thery of constraction of information criteria and statistical modeling-an approach from functionals- (in Japanese)"Sugaku. Vol 52-2. 128-141 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sakurai, H.and Taguri, M.: "Bootstrap test of mean difference of paired longitudinal data by curve resampling"Proceedings of the Seventh Japan-China Symposium on Statistics. 193-196 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Hashimoto, A.et.al.: "Numerical consideration on maximizing correlation coefficientunder non-linear constraints"Proceedings of the Seventh Japan-China Symposium on Statistics. 383-384 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Hashimoto, A.et al.: "On optimal solusions under quadratic constraints"Proceedings of the Tenth Japan and Korea Joint Conference of Statistics : Statistical Prediction and Computing. 203-208 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sakurai, H.and Taguri, M.: "Bootstrap tests for the equality of two regression functions by curve resampling"Abstract of Intnatl Conf on Statist, Combi and Related Areas and the Seventh Intnatl Conf of the Forum for Interdisciplinary Math. 54 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Taguri, M.et al.: "On the problem of maximizing correlation under quadratic constraint"Abstract of Intnatl Conf on Statist, Combi and Related Areas and the Seventh Intnatl Conf of the Forum for Interdisciplinary Math. 67 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Sakurai, H.and Taguri, M.: "Bootstrap tests for mean difference of paired data with dependency : Comparison of the sizes and powers by simulation"Journal of Statistical Computation and Simulation. (in press).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kakizawa, Y.: "On Bahadur asymptotic efficiency of the maximum ikelihood and quasi-maximum likelihood estimator in Gaussian stationary processes"Stochastic Processes and their Applications. 85(1). 29-44 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kakizawa, Y.: "Local comparison of Rao and Wald statistics in the Bahadur sense."Statistica Sinica. 10(1). 297-315 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Taniguchi, M.and Kakizawa, Y.: "Asymptotic Theory of Statistical Inference for Time Series"Springer. (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Hamasaki, T.et al.: "Power transformation and its variant (in Japanese)"Japanese J of Applied Statistics. 25. 357-381 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Nakayama, T.et al.: "Statistical analysisof female proportion among the Japanese infant population of 0-4 year olds"Jpn J of Biometrics. 20. 155-166 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Takahashi A.et al.: "Nonparametric regression for assessing a price of houses in various environment (in Japanese)"Memoire of Hiroshima Jogakuin Daigaku. 7. 57-65 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Ohtaki, M.et al.: "Methods of analysing multivariate survival data (in Japanese)"Gan Chiryouno Ayumi. 19. 17-24 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Ohtaki, M.and Niwa, O.: "Mathematical implications for radiation carcinogenesis based on hypothesis of induction of genomic instability"Jpn J Biometrics. 21(1). 77-84 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Kawasaki, H.et al.: "Statistical analysis of geographical features oflung cancer mortality in Japan"Jpn J of Clinical Oncology. 30. 557-561 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Fueda, K, and Yanagawa, T.: "Estimating the embedding dimension and delay time from chaotic time series with dynamic noise"J of the Japan Statistical Society. (in press).

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 2002-03-26  

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