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2000 Fiscal Year Final Research Report Summary

Study on theoretical framework of statistical methods

Research Project

Project/Area Number 10480051
Research Category

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

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionMeiji Gakuin University

Principal Investigator

TAKEUCHI Kei  Professor, Faculty of International Studies, Meiji Gakuin University, 国際学部, 教授 (20012114)

Co-Investigator(Kenkyū-buntansha) SHIBATA Ritei  Professor, Faculty of Science and Technology, Keio University, 理学部, 教授 (60089828)
AKAHIRA Masafumi  Professor, Institute of Mathematics, University of Tsukuba, 数学系, 教授 (70017424)
NISHIO Atsushi  Professor, Faculty of Economics, Meiji Gakuin University, 経済学部, 教授 (00143686)
TAKAHASHI Hajime  Professor, Faculty of Economics, Hitotsubashi University, 経済学部, 教授 (70154838)
TAKEMURA Akimichi  Professor, Faculty of Economics, University of Tokyo, 経済学部, 教授 (10171670)
Project Period (FY) 1998 – 2000
KeywordsStatistical prediction / Statistical applied decision theory / Non-stationary times series / Non-normal distribution / Statistical model selection / Non-parametric and semi-parametric methods / Non-regular estimation / 統計的決定理論
Research Abstract

Mathematical theory of statistical inference has been extensively developed in the last century, but in the last few decades it reached to more or less maturity, and theoretical research effort within the conventional framework now suffers diminishing rate of return. It is now required to try new directions of research, and this project was planned to review critically the present theoretical framework and to consider new formulations of theory and methods of statistical problems which are important in various fields of practical application.
Statistical problems in various fields, such as clinical trials, human genome analysis, image processing, analysis of languages, financial engineering have been discussed. The common features of the problem we encounter in such fields are that we have a large amount of not uniformly controlled data, unlike small number of well controlled data in classical cases, and we cannot apply simply models characterized by few parameters to them. Also regularity conditions assumed in the classical theory often fail to hold, and various anomalies could happen. In such cases "optimum" or "best" solutions are usually difficult to be determined and we have to be satisfied with practically "workable" solutions. Also it is necessary to consider the real "objective" of practical data analysis, and "applied decision theory" approach must be taken into consideration.
We got a number of results by the participants of the project, which have been and yet to be published in separate articles.

  • Research Products

    (15 results)

All Other

All Publications (15 results)

  • [Publications] 谷口正信 他: "Discrimination and Clustering for Multivariate Time Series"Journal of the American Statistical Association. Volume 93 Number 441. 329-340 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 岸野洋久 他: "国際的質問紙法心理テストのオリジナルMMPI(MMPI-1)とMMPI-2の連続性について-邦訳版による伝統的基礎尺度保持の検討"北里医学. Vol.28No.6. 497-478 (1998)

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

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 矢島美寛 他: "Parameter Estimation OF Unit Root Processes With Missing Observations"J.JAPAN STATIST.SOC.. Vol 29No.2. 181-200 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 藤越康祝: "Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are large"Journal of Multivariate Analysis 73. 1-17. (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 広津干尋 他: "Simnltareons confidence intervals based on one-sided max t test"Statistics & Probability Letters. 49. 25-37 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 谷口正信(共著): "Asymptotic Theoretical Inference for Time Series"Springer Verlug New York. 600 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 森棟公夫: "計量経済学"東洋経済出版社. (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Masanobu Taniguchi: "Discrimination and Clustering for Multivariate Time Series"Journal of the American Statistical Association. Vol.93, No.441. 329-340 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Nariaki Sugiura: "Exact Power of Classical Tests for Bivariate Linear Hypotheses"Applied Statistical Science, III ISBN 1-56072 581 8, Nova Science Publishers, Inc.. 377-391 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Masafumi Akahira: "On the Normalized Deficiency of Estimators"Metron LV II n. 3-4. 25-34 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yoshiriro Yajima and Haruhisa Nishino: "Parameter Estimation of Unit Root Processes With Missing Observations"J.JAPAN STATIST SOC. Vol.29 No.2. 181-200 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yasunori Fujikoshi: "Error Bounds for Asymptotic Approximation of the Liner Discriminant Function When the Sample Sizes and Dimensionality are Large"Journal of Multivariate Analysis. 73. 1-17 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Chihiro Hirotsu and Muni S.Srivastava: "Simultaneous Confidence Intervals Based on One-sided max t test"Statistics & Probability Letters. 49. 25-37 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Masanobu Taniguchi: "Asymptotic Theoretical Inference for Time Series"Springer Verlug New York. (2000)

    • 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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