2003 Fiscal Year Annual Research Report

複合リスク評価を目的とするグラフィカルモデリング技法の開発と応用

Research Project

Project/Area Number	15300093
Research Institution	Kyushu University
Principal Investigator	柳川尭九州大学, 大学院・数理研究院, 教授 (80029488)
Co-Investigator(Kenkyū-buntansha)	内田雅之九州大学, 大学院・数理研究院, 助教授 (70280526) 百武弘登九州大学, 大学院・数理研究院, 助教授 (70181120) 小西貞則九州大学, 大学院・数理研究院, 教授 (40090550) 長山淳哉九州大学, 医学部・保健学科, 助教授 (90136466) 二宮喜行九州大学, 大学院・数理研究院, 助手 (50343330)
Keywords	グラフィカルモデリング / カオス的時系列 / ベイズ型モデル評価規準 / 基底関数展開法 / 統計的漸近理論 / 拡散過程 / 負の二項分布 / 分割表
Research Abstract	1.ノンパラメトリックグラフィカルモデリングの開発.分布によらないノンパラメトリックな手法を開発して環境汚染物質の複合暴露によるリスク評価に適用した. 2.負の二項分布に基づく分割表の検定として提案されている工藤・垂水検定の漸近検出力をもとめ、二項分布に基づく対応する検定法の漸近検出力と比較して工藤・垂水検定の検出力が卓越している場合を明らかにした。. 3.負の二項分布に基づく分割表の解析.複雑交絡因子の影響を層別によって制御しリスク比の検定・推定を行う方法を開発した. 4.カオス的時系列.リアプノフ指数推定法の開発およびウエーブレットによる非線形回帰モデルの推定法を開発した. 5.正則化法によって推定されたモデルの評価を目的として,ベイズアプローチに基づくモデル評価規準の構成について研究した.この評価規準を基底関数展開法による非線形回帰モデルの当てはめに適用し,理論的,数値的にその性質と特徴を研究するとともに,問題点を整理した. 6.微小拡散をもつ拡散過程に従う離散観測データから,未知のドリフトパラメータや拡散係数パラメータを推定する研究を行った.具体的には,等間隔に観測された離散データからコントラスト関数や近似マルチンゲール推定関数を構成して,それらから得られる推定量が一致性,漸近正視性および漸近有効性をもつことを証明した.

Research Products
(21 results)

All Other

All Publications (21 results)

[Publications] Yanagawa, T.: "Assessing the joint effects of chlorinated dioxins, some pesticides and polychlorinated biphenyls on thyroid hormone status in Japanese breast-fed infants"Environmetrics. 14. 121-128 (2003)
[Publications] 牧之角陽一: "2x2の条件付き検定:工藤・垂水検定の漸近検出"計量生物学. Vol.24. 5-26 (2003)
[Publications] Fujii, T.: "Wavelet based estimate for non-linear and non-stationary auto-regressive model"MHF Preprint Series, Kyushu University COE Program. MHF 2003-9. 1-34 (2003)
[Publications] Konishi, S.: "Asymptotic Theory for Information Criteria in Model Selection - Functional Approach"Journal of Statistical Planning and Inference. 114. 45-61 (2003)
[Publications] Imoto, S.: "Selection of smoothing parameters in B-spline nonparametric regression models using information criteria"Annals of the Institute of Statistical Mathematics. 55. 671-687 (2003)
[Publications] Konishi, S.: "Bayesian information criteria and smoothing parameter selection in radial basis function networks"Biometrika. 91-1(印刷中). (2004)
[Publications] Uchida, M.: "Small-diffusion asymptotics for discretely sampled stochastic differential equations"Bernoulli. 9. 1051-1069 (2003)
[Publications] Uchida, M.: "Estimation for dynamical systems with small noise from discrete observations"J.Japan Statist.Soc.. 33. 157-167 (2003)
[Publications] Uchida, M.: "Information criteria for small diffusions via the theory of Malliavin-Watanabe"Statist.Infer.Stochast.Process. (印刷中). (2004)
[Publications] Uchida, M.: "Asymptotic expansion for small diffusions applied to option pricing"Statist.Infer.Stochast.Process. (印刷中). (2004)
[Publications] Uchida, M.: "Estimation for discretely observed small diffusions based on approximate martingale estimating functionst"Scand.J.Statistics. (印刷中). (2004)
[Publications] Nagayama, J.: "Active elimination of causative PCDFs/DDs congeners of Yusho by one year intake of FBRA in Japanese people"Fukuoka Acta Med.. 94. 118-125 (2003)
[Publications] Nagayama, J.: "SCEs in Japanese infants exposed to dioxins and PCBs through the breast milk"Fukuoka Acta Med.. 94. 158-165 (2003)
[Publications] Nagayama, J.: "Frequency of SCEs in Japanese infants lactationally exposed to organochlorine pesticides"Fukuoka Acta Med.. 94. 166-173 (2003)
[Publications] Nagayama, J.: "Effects of PCDDs, PCDFs and coplanar PCBs on immune response and thyroid hormone systems in Japanese mothers"Organohalogen Compounds. 63. 393-396 (2003)
[Publications] Nagayama, J.: "Sexual distinction in effects of perinatal exposure to organochlorine pesticides, PCBs and dioxins on immune response and thyroid hormone systems in Japanese"Organohalogen Compounds. 65. 190-194 (2003)
[Publications] Nagayama, J.: "Sexual distinction in effects of perinatal exposure to organochlorine pesticides PCBs and dioxins on frequency of sister chromatid exchanges in Japanese infants"Organohalogen Compounds. 65. 246-249 (2003)
[Publications] Takasuga, T.: "Effects of organochlorine pesticides, PCDDs, PCDFs, PCBs, TEQ and PBDEs in "FEBRA"exposed Japanese during two year investigation"Organohalogen Compounds. 64. 53-58 (2003)
[Publications] 國末達也: "残留性有機汚染物質(POPs)による愛媛県在住初産婦の母乳汚染"環境科学会誌. 17(1). 37-48 (2004)
[Publications] 柳川堯: "統計科学の最前線"九州大学出版会. 178 (2003)
[Publications] 岸玲子: "職業・環境がんの疾学"篠原出版新社. 151 (2004)

2003 Fiscal Year Annual Research Report

複合リスク評価を目的とするグラフィカルモデリング技法の開発と応用

Principal Investigator

柳川 尭 九州大学, 大学院・数理研究院, 教授 (80029488)

Research Products

[Publications] Yanagawa, T.: "Assessing the joint effects of chlorinated dioxins, some pesticides and polychlorinated biphenyls on thyroid hormone status in Japanese breast-fed infants"Environmetrics. 14. 121-128 (2003)

[Publications] 牧之角陽一: "2x2の条件付き検定:工藤・垂水検定の漸近検出"計量生物学. Vol.24. 5-26 (2003)

[Publications] Fujii, T.: "Wavelet based estimate for non-linear and non-stationary auto-regressive model"MHF Preprint Series, Kyushu University COE Program. MHF 2003-9. 1-34 (2003)

[Publications] Konishi, S.: "Asymptotic Theory for Information Criteria in Model Selection - Functional Approach"Journal of Statistical Planning and Inference. 114. 45-61 (2003)

[Publications] Imoto, S.: "Selection of smoothing parameters in B-spline nonparametric regression models using information criteria"Annals of the Institute of Statistical Mathematics. 55. 671-687 (2003)

[Publications] Konishi, S.: "Bayesian information criteria and smoothing parameter selection in radial basis function networks"Biometrika. 91-1(印刷中). (2004)

[Publications] Uchida, M.: "Small-diffusion asymptotics for discretely sampled stochastic differential equations"Bernoulli. 9. 1051-1069 (2003)

[Publications] Uchida, M.: "Estimation for dynamical systems with small noise from discrete observations"J.Japan Statist.Soc.. 33. 157-167 (2003)

[Publications] Uchida, M.: "Information criteria for small diffusions via the theory of Malliavin-Watanabe"Statist.Infer.Stochast.Process. (印刷中). (2004)

[Publications] Uchida, M.: "Asymptotic expansion for small diffusions applied to option pricing"Statist.Infer.Stochast.Process. (印刷中). (2004)

[Publications] Uchida, M.: "Estimation for discretely observed small diffusions based on approximate martingale estimating functionst"Scand.J.Statistics. (印刷中). (2004)

[Publications] Nagayama, J.: "Active elimination of causative PCDFs/DDs congeners of Yusho by one year intake of FBRA in Japanese people"Fukuoka Acta Med.. 94. 118-125 (2003)

[Publications] Nagayama, J.: "SCEs in Japanese infants exposed to dioxins and PCBs through the breast milk"Fukuoka Acta Med.. 94. 158-165 (2003)

[Publications] Nagayama, J.: "Frequency of SCEs in Japanese infants lactationally exposed to organochlorine pesticides"Fukuoka Acta Med.. 94. 166-173 (2003)

[Publications] Nagayama, J.: "Effects of PCDDs, PCDFs and coplanar PCBs on immune response and thyroid hormone systems in Japanese mothers"Organohalogen Compounds. 63. 393-396 (2003)

[Publications] Nagayama, J.: "Sexual distinction in effects of perinatal exposure to organochlorine pesticides, PCBs and dioxins on immune response and thyroid hormone systems in Japanese"Organohalogen Compounds. 65. 190-194 (2003)

[Publications] Nagayama, J.: "Sexual distinction in effects of perinatal exposure to organochlorine pesticides PCBs and dioxins on frequency of sister chromatid exchanges in Japanese infants"Organohalogen Compounds. 65. 246-249 (2003)

[Publications] Takasuga, T.: "Effects of organochlorine pesticides, PCDDs, PCDFs, PCBs, TEQ and PBDEs in "FEBRA"exposed Japanese during two year investigation"Organohalogen Compounds. 64. 53-58 (2003)

[Publications] 國末達也: "残留性有機汚染物質(POPs)による愛媛県在住初産婦の母乳汚染"環境科学会誌. 17(1). 37-48 (2004)

[Publications] 柳川 堯: "統計科学の最前線"九州大学出版会. 178 (2003)

[Publications] 岸 玲子: "職業・環境がんの疾学"篠原出版新社. 151 (2004)

柳川尭九州大学, 大学院・数理研究院, 教授 (80029488)

[Publications] 柳川堯: "統計科学の最前線"九州大学出版会. 178 (2003)

[Publications] 岸玲子: "職業・環境がんの疾学"篠原出版新社. 151 (2004)