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2001 Fiscal Year Final Research Report Summary

Researches on the Non-Regular Inference Theory and the Concepts of the Amounts of Information

Research Project

Project/Area Number 10304005
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionUniversity of Tsukuba

Principal Investigator

AKAHIRA Masafumi  University of Tsukuba, Institute of Mathematics, Professor, 数学系, 教授 (70017424)

Co-Investigator(Kenkyū-buntansha) YOSHIDA Nakahiro  University of Tokyo, Department of Mathmatical Sciences, Associate Professor, 数理科学研究科, 助教授 (90210707)
SHIRAISHI Takaaki  Yokohama City University, Department of Mathmatical Sciences, Professor, 理学部, 教授 (50143160)
FUJIKOSHI Yasunori  Hiroshima University, Department of Mathematics, Professor, 理学部, 教授 (40033849)
KOIKE Ken-ichi  University of Tsukuba, Institute of Mathematics, Assistant Professor, 数学系, 講師 (90260471)
AOSHIMA Makoto  University of Tsukuba, Institute of Mathematics, Associate Professor, 数学系, 助教授 (90246679)
Project Period (FY) 1998 – 2001
KeywordsEstimator / Test / Information amount / Sequential analysis / Multivariate analysis / Time series / Mathematical finance / Combinatorics
Research Abstract

The statistical investigation on various themes was done as follows.
(l)0n the statistical inference and its related topics, the inferential procedures were proposed and interesting results on the application were obtained.
(2)0n the statistical non-regular theory, the properties of estimators were discussed, and new knowledges of the characterization of non-regular distributions were obtained.
(3)0n the theory of inference and its information theoretic viewpoint, the structure of inference was clarified through amounts of information, and its relation to the theory of information was well investigated.
(4)0n the fundamental theory to analyze the statistical model with prior informations and its applications, the optimality of inferential procedures was considered from the Bayesian point of view, and the results on possibility of the application to practical problems were obtained.
(5)The space between multivariate analysis and time series was investigated in details, and new results on the … More comparison of inferential procedures were given.
(6)0n the combinatoric design and its applications, the construction of experimental design was proposed and assessed.
(7)0n the economic time series and mathematical finance, the construction of the fundamental theory of statistical inference was tried and its usefulness is investigated.
(8)0n the multivariate analysis, the linear and non-linear models were discussed, and new results on the inference were obtained in the non-regular case which was regarded as a difficult one.
(9)The theoretical fundamentals and its applications were well investigated from the viewpoint of sequential analysis, and new results on the inferential procedures were obtained in the case of non-regular distributions.
(10)0n the statistical and mathematical anakysis, new results on the efficiency of estimation and test procedures were given.
In addition to the above, the results on the statistical modeling and inference, the spatial statistics, the recent computer-assisted type inference and its applications and others were also obtained. Many symposiums on the above were held and active discussions and mutual exchanges of informations were also done. Their results were summarized as a book of about 800 pages. Less

  • Research Products

    (26 results)

All Other

All Publications (26 results)

  • [Publications] Akahira, M.: "The concept of normalized deficiency and its applications"Statistics & Decisions. 17(4). 403-411 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Akahira, M.: "On the normalized deficiency of estimators"Metron. 57(3-4). 25-34 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Akahira, M., Nishihira, Y.: "Prediction sufficiency and sequential experimentation"Metron. 58(3-4). 5-12 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Akahira, M., Takahashi, K.: "A higher order large-deviation approximation for the discrete distributions"J.Japan Statist.Soc. 31(2). 257-267 (2001)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Aoshima, M.: "Second-order properties of improved two-stage procedure for a multivariate normal distribution"Commun.Statist., Theory and Methods. 29(3). 611-622 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Fujikoshi, Y.: "Error bound for asymptotic approximations of the distribution when the sample size and the dimension"J.Multivariate Anal.. 73(1). 1-17 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Taniguchi, M., Kakizawa, Y.: "Asymptotic Theory of Statistical Inference for Time Series"Springer-Verlag, New York. 661 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Akahira, M.: "The concept of normalized deficiency and its applications"Statistics & Decisions. 17(4). 403-411 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M.: "On the normalized deficiency of estimators"Metron. 57(3-4). 25-34 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M.: "The concept of generalized asymptotic deficiency and its application to the minimum discrepancy estimation""Goodness-of-fit Tests and Validity of Models", (eds. C. Huber, N. Balakhrishnan, M. Nikulin and M. Mesbah), Birkhauser Publishers. 491-499 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M.: "Confidence intervals for the difference of means: Application to the Behrens-Fisher type problem"Statistical Papers. 43(2) (To appear). (2002)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M. and Hida, E.: "Prediction intervals for a discrete exponential family of distributions and its applications"Istatistik. 3(3). 58-82 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M. and Nishihira, Y.: "Prediction sufficiency and sequential estimation"Metron. 58(3-4). 5-12 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M. and Takahashi, K.: "A higher order large-deviation approximation for the discrete distributions"J. Japan Statist. Soc.. 31(2). 257-267 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M., Takahashi, K. and Takeuchi, K.: "The higher order large-deviation approximation for the distribution of the sum of independent random variables"Commun. Statist. -Theory and Methods. 28(3&4). 705-726 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Akahira, M. and Takeuchi, K.: "Information inequalities in a family of uniform distributions"Ann. Inst. Statist. Math.. 53(3). 427-435 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Aoshima, M.: "Second-order properties of improved two-stage procedure for a multivariate normal distribution"Commun. Statist. Theory and Methods. 29(3). 611-622 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Aoshima, M. and Aoki, M.: "Two-stage procedure having exact consistency and second-order properties for the s best selection"Sequential Analysis. 19(3). 115-131 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Aoshima, M. and Mukhopadhyay, N.: "Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure"Commun. Statist. Theory and Methods. 28(3&4). 839-855 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Fujikoshi, Y.: "Simultaneous confidence intervals in an extended growth curve model."Comm. Statist. -Theory Meth.. 28(3&4). 671-682 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Fujikoshi, Y.: "Error bound for asymptotic approximations of the distribution when the sample size and the dimension are large"J. Multivariate Anal.. 73(1). 1-17 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Fujikoshi, Y.: "Transformations with improved chi-squared approximations"J. Multivariate Anal.. 73(2). 249-263 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Koike, K.: "A lower bound for the Bayes risk in the sequential case"Commun. Statist. -Theory Meth.. 28(3&4). 857-871 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Shiraishi, T.: "Studentized robust statistics for main effects in a two-factor MANOVA"Commun. Statist., Ser. A. 28(3&4). 809-823 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yoshida, N.: "Malliavin calculus and martingale expansion"Bull. Sci. math.. 125. 431-456 (2001)

    • 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 in Statistics, Springer-Verlag, New York. 661 (2000)

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

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Published: 2003-09-17  

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