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On Estimating Conditional Densities and Conditional Modes in High-dimension

Research Project

Project/Area Number 18J20499
Research Category

Grant-in-Aid for JSPS Fellows

Allocation TypeSingle-year Grants
Section国内
Research Field Economic statistics
Research InstitutionThe University of Tokyo
Research Fellow 大田 浩史  東京大学, 経済学研究科, 特別研究員(DC1)
Project Period (FY) 2018-04-25 – 2021-03-31
Project Status Granted (Fiscal Year 2019)
Budget Amount *help
¥2,800,000 (Direct Cost: ¥2,800,000)
Fiscal Year 2019: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2018: ¥1,000,000 (Direct Cost: ¥1,000,000)
Keywords条件付き最頻値 / 分位点回帰 / 漸近理論
Outline of Annual Research Achievements

本研究は条件付き最頻値の推定問題において,新しいモデルと推定量を提案し,その漸近特性を解明したものである.今年度は以下の研究を実施した.①線形分位点回帰過程から導かれる条件付き最頻値のモデルおよびその推定量を提案した.②推定量の収束レートおよび漸近分布を導出した.③バンド幅選択法を提案し,数値実験により,推定量の有限標本におけるパフォーマンスを検証した.以上の研究結果は,権威ある国際学術雑誌 Electronic Journal of Statistics, Volume 13, Number 2 (2019), 3120-3160 に採択された.

Current Status of Research Progress
Current Status of Research Progress

1: Research has progressed more than it was originally planned.

Reason

Electronic Journal of Statistics に採択されたため.

Strategy for Future Research Activity

申請者が Rutgers University, USA に移籍したため,本プロジェクトは2019年度で終了となる.

Report

(2 results)
  • 2019 Annual Research Report
  • 2018 Annual Research Report

Research Products

(8 results)

All 2019 2018 Other

All Int'l Joint Research (2 results) Journal Article (1 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 1 results,  Open Access: 1 results) Presentation (4 results) (of which Int'l Joint Research: 3 results) Remarks (1 results)

  • [Int'l Joint Research] Cornell University(米国)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] Cornell University(米国)

    • Related Report
      2018 Annual Research Report
  • [Journal Article] Quantile regression approach to conditional mode estimation2019

    • Author(s)
      Ota Hirofumi、Kato Kengo、Hara Satoshi
    • Journal Title

      Electronic Journal of Statistics

      Volume: 13 Pages: 3120-3160

    • DOI

      10.1214/19-ejs1607

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] Quantile Regression Approach to Conditional Mode Estimation2019

    • Author(s)
      Hirofumi Ota
    • Organizer
      3rd International Conference on Econometrics and Statistics (Ecosta 2019)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Non-standard Asymptotics for Modal Regression Based on Quantile Regression Process2018

    • Author(s)
      大田 浩史
    • Organizer
      統計サマーセミナー
    • Related Report
      2018 Annual Research Report
  • [Presentation] Semi-parametric Estimation of Weighted Average Derivative of Modal Regression2018

    • Author(s)
      Hirofumi Ohta
    • Organizer
      Japanese Joint Statistics Meeting
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Semi-parametric Estimation of Single Index Models in Modal Regression2018

    • Author(s)
      Hirofumi Ohta
    • Organizer
      2nd International Conference on Econometrics and Statistics
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Remarks] Hirofumi Ota

    • URL

      https://sites.google.com/site/hohtastats/

    • Related Report
      2019 Annual Research Report

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Published: 2018-05-01   Modified: 2021-01-27  

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