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Nonparametric multivariate boundary-bias-free density estimation and its application

Research Project

Project/Area Number 15H06068
Research Category

Grant-in-Aid for Research Activity Start-up

Allocation TypeSingle-year Grants
Research Field Economic statistics
Research InstitutionUniversity of Tsukuba

Principal Investigator

IGARASHI Gaku  筑波大学, システム情報系, 助教 (40759346)

Project Period (FY) 2015-08-28 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2016: ¥520,000 (Direct Cost: ¥400,000、Indirect Cost: ¥120,000)
Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywordsノンパラメトリック密度推定 / 統計科学
Outline of Final Research Achievements

We focused on nonparametric density estimation when the support of the estimated density has the boundary. We proposed multivariate log-normal kernel density estimator and its generalization, using the idea of the weighted distribution, and derived their asymptotic properties. We also proposed inverse gamma and Amoroso kernel density estimators, and derived their asymptotic properties. Furthermore, we discussed the bias-reduced beta and Amoroso kernel density estimators. Simulation studies and data analyses were conducted to illustrate the asymptotic results.

Report

(3 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Annual Research Report
  • Research Products

    (10 results)

All 2017 2016 2015

All Journal Article (2 results) (of which Peer Reviewed: 2 results,  Acknowledgement Compliant: 2 results) Presentation (8 results) (of which Int'l Joint Research: 1 results,  Invited: 2 results)

  • [Journal Article] Inverse gamma kernel density estimation for nonnegative data2017

    • Author(s)
      Kakizawa, Yoshihide and Igarashi, Gaku
    • Journal Title

      Journal of the Korean Statistical Society

      Volume: 印刷中 Issue: 2 Pages: 194-207

    • DOI

      10.1016/j.jkss.2016.09.002

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Bias reductions for beta kernel estimation2016

    • Author(s)
      Gaku Igarashi
    • Journal Title

      Journal of Nonparametric Statistics

      Volume: 28 Issue: 1 Pages: 1-30

    • DOI

      10.1080/10485252.2015.1112011

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] Amoroso カーネル密度推定量とその改良について2017

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      研究集会「第18回ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶應義塾大学(東京都港区)
    • Year and Date
      2017-03-28
    • Related Report
      2016 Annual Research Report
  • [Presentation] 境界バイアスのない非対称カーネル密度推定量について2017

    • Author(s)
      五十嵐岳
    • Organizer
      日本数学会2017年度年会
    • Place of Presentation
      首都大学東京(東京都八王子市)
    • Year and Date
      2017-03-26
    • Related Report
      2016 Annual Research Report
    • Invited
  • [Presentation] Amoroso カーネルを用いたノンパラメトリック密度推定について2016

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      2016年度統計関連学会連合大会
    • Place of Presentation
      金沢大学(石川県金沢市)
    • Year and Date
      2016-09-07
    • Related Report
      2016 Annual Research Report
  • [Presentation] Some boundary-bias-free density estimators2016

    • Author(s)
      Kakizawa, Yoshihide and Igarashi, Gaku
    • Organizer
      The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      The Chinese University of Hong Kong (香港)
    • Year and Date
      2016-06-28
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 多変量加重対数正規カーネルを用いた非対称カーネル推定について2016

    • Author(s)
      五十嵐岳
    • Organizer
      研究集会「第17回ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶應義塾大学三田キャンパス(東京都)
    • Year and Date
      2016-03-29
    • Related Report
      2015 Annual Research Report
  • [Presentation] 多変量対数正規カーネルを用いた境界バイアスのない密度推定について2016

    • Author(s)
      五十嵐岳
    • Organizer
      日本数学会2016 年度年会
    • Place of Presentation
      筑波大学(茨城県)
    • Year and Date
      2016-03-17
    • Related Report
      2015 Annual Research Report
  • [Presentation] Recent developments in boundary-bias-free asymmetric kernel density estimation2015

    • Author(s)
      Kakizawa, Y. and Igarashi, G.
    • Organizer
      研究集会「Recent Progress in Time Series and Related Fields」
    • Place of Presentation
      東北大学(宮城県)
    • Year and Date
      2015-12-11
    • Related Report
      2015 Annual Research Report
  • [Presentation] 多変量対数正規カーネルを用いた境界バイアスのない密度推定について2015

    • Author(s)
      五十嵐岳
    • Organizer
      2015 年度統計関連学会連合大会
    • Place of Presentation
      岡山大学 津島キャンパス(岡山県)
    • Year and Date
      2015-09-08
    • Related Report
      2015 Annual Research Report

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Published: 2015-08-26   Modified: 2018-03-22  

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