Robust semiparametric model selection using the estimating functions
| Project/Area Number |
15500179
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Statistical science
|
|---|
| Research Institution | Chiba University (2004-2005)
Obihiro University of Agriculture and Veterinary Medicine (2003) |
|---|
Principal Investigator |
WANG Jinfang Chiba University, Graduate School of Science and Technology, associate professor, 大学院・自然科学研究科, 助教授 (10270414)
|
|---|
| Project Period (FY) |
2003 – 2005
|
| Project Status |
Completed (Fiscal Year 2005)
|
| Budget Amount *help |
¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2005: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2004: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2003: ¥1,000,000 (Direct Cost: ¥1,000,000)
|
|---|
| Keywords | artificial likelihood / Bayesian inference / bootstrap / conditional independence / estimating function / generalized linear model / graphical modeling / propensity score / semiparametric inference / Logistic regression / robust algorithm / confidence interval / likelihood inference / quasi-likelihood / cofidence intervals / normalizing transformation |
|---|
| Research Abstract |
Main results achieved include
(1) Wang, J. (2006). Quadratic artificial likelihood functions using estimating functions. Scandinavian Journal of Statistics, 33(2), 16-35. [Summary : This paper studies an analogue of the likelihood inference in the framework of optimal estimating functions. It proposes a quadratic artificial likelihood function for an optimal estimating function. The artificial likelihood function is shown to resemble a genuine likelihood function in a number of respects.]
(2) Wang, J. and Taneichi, N. (2006). Normalizing unbiased estimating functions. Journal of Statistical Planning and Inference, 136(3), 689-704. [Summary : The paper considers a method for setting second-order accurate confidence intervals for a scalar parameter by applying normalizing transformations to unbiased estimating functions.]
(3) Jing, P. and Wang, J. (2006). Testing the equality of multivariate distributions using the bootstrap and integrated empirical processes. Communications in Statistics-Theory and Methods, 35(3), 661-670. [Summary : The paper introduces some projected integrated empirical processes for testing the equality of two multivariate distributions. The bootstrap is used for determining the approximate critical values. The bootstrap test is shown to be consistent.]
(4) Jinfang Wang (2006). The coin algebra for conditional independence. Kokyuroku of the Research Institute for Mathematical Sciences, Kyoto University, 「Statistical Conditional Inference and Its Related Topics」 (to appear). [Summary : A new universal algebra, the coin algebra, is introduced to statisticl causal inference. This papers focuses on the foudations of the coin algebra and properties on probabilistic conditional independence.]
|
Report
(4 results)
Research Products
(30 results)
-
-
-
-
-
-
-
[Journal Article] 丸善2006
Author(s)
汪金芳(分担執筆)
-
Journal Title
数理科学事典 第2版,「部門V3.2 標本調査」 (印刷中)
Description
「研究成果報告書概要(和文)」より
Related Report
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
