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A study on statistical theory of density estimation via the Bernstein polynomial and its application

Research Project

Project/Area Number 23500339
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionHokkaido University

Principal Investigator

KAKIZAWA Yoshihide  北海道大学, 経済学研究科(研究院), 教授 (30281778)

Project Period (FY) 2011 – 2013
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥5,200,000 (Direct Cost: ¥4,000,000、Indirect Cost: ¥1,200,000)
Fiscal Year 2013: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2012: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2011: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Keywordsノンパラメトリック推定 / 密度関数 / ベルンシュタイン多項式 / 密度推定 / 境界バイアス / ノンパラメトリック / 平滑化パラメータ
Research Abstract

In this study, we focus on the nonparametric methods via the Bernstein polynomial approximation to estimate a function such as the probability density (independent and identically distributed setting) or the spectral density (stationary process). We also aimed at developing methods using some asymmetric kernels. Especially, we have proposed (i) additive or multiplicative (hence, nonnegative) bias corrections to the Bernstein-based estimator and (ii) a class of modified Bessel kernel-based estimators. Their asymptotic properties (bias, variance, mean integrated squared error, and so on), including the asymptotic normality, were derived rigorously. Furthermore, we have re-examined (iii) the gamma kernel density estimator to get a better performance in terms of MISE. Several numerical studies based on both simulated and real data sets were presented to confirm our results in this study.

Report

(4 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Research-status Report
  • 2011 Research-status Report
  • Research Products

    (30 results)

All 2014 2013 2012 2011 Other

All Journal Article (4 results) (of which Peer Reviewed: 4 results) Presentation (26 results)

  • [Journal Article] On improving convergence rate of Bernstein polynomial density estimator2014

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

      Journal of Nonparametric Statistics

      Volume: 26(1) Pages: 61-84

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators2014

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

      Statistics & Probability Letters

      Volume: 84(1) Pages: 235-246

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators2014

    • Author(s)
      Gaku IGARASHI and Yoshihide KAKIZAWA
    • Journal Title

      Statistics & Probability Letters

      Volume: 84(1) Pages: 235-246

    • DOI

      10.1016/j.spl.2013.10.013

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Frequency domain generalized empirical likelihood method2013

    • Author(s)
      Yoshihide Kakizawa
    • Journal Title

      Journal of Time Series Analysis

      Volume: 34(6) Pages: 691-716

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Presentation] 加重対数正規カーネル密度推定量とその改良について2014

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      研究集会「ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶応義塾大学(東京)
    • Year and Date
      2014-03-19
    • Related Report
      2013 Final Research Report
  • [Presentation] Frequency domain GEL method2013

    • Author(s)
      Yoshihide Kakizawa
    • Organizer
      (英語) 研究集会「大規模で非定常な時系列・時空間データのモデル化とその推定・検定・予測法の研究」
    • Place of Presentation
      東北大学(宮城)
    • Year and Date
      2013-12-05
    • Related Report
      2013 Final Research Report
  • [Presentation] 逆ガウス, 相反逆ガウス, Birnbaum-Saunders, 対数正規カーネル推定量の再定義について2013

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      研究集会「Seminar on Time Series and Financial Engineering」
    • Place of Presentation
      東京理科大学(東京)
    • Year and Date
      2013-06-29
    • Related Report
      2013 Final Research Report
  • [Presentation] 逆ガウス, 相反逆ガウス, BS カーネル密度推定量の再定義について2013

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      日本数学会2013年度年会
    • Place of Presentation
      京都大学(京都)
    • Year and Date
      2013-03-22
    • Related Report
      2013 Final Research Report
  • [Presentation] 逆ガウス, 相反逆ガウス, BSカーネル密度推定量の再定義とその改良について2013

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      研究集会「ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶応義塾大学(東京)
    • Year and Date
      2013-03-15
    • Related Report
      2013 Final Research Report
  • [Presentation] 境界バイアスのない密度推定量の改良について2012

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      研究集会「統計推測理論の展開と諸モデルへの応用」
    • Place of Presentation
      釧路市生涯学習センター(釧路)
    • Year and Date
      2012-10-03
    • Related Report
      2013 Final Research Report
  • [Presentation] 境界バイアスのない密度推定量の改良について2012

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      北海道大学(札幌)
    • Year and Date
      2012-09-11
    • Related Report
      2013 Final Research Report
  • [Presentation] Improvement of Bernstein polynomial density estimator2012

    • Author(s)
      Gaku Igarashi and Yoshihide Kakizawa
    • Organizer
      Korea-Hokkaido University Joint Workshop on Statistics
    • Place of Presentation
      北海道大学(札幌)
    • Year and Date
      2012-07-11
    • Related Report
      2013 Final Research Report
  • [Presentation] Asymptotic expansions for several GEL-based test statistics2012

    • Author(s)
      Yoshihide Kakizawa
    • Organizer
      (英語) 研究集会「Waseda Statistical Symposium on Time Series and Related Topics」
    • Place of Presentation
      早稲田大学(東京)
    • Year and Date
      2012-07-06
    • Related Report
      2013 Final Research Report
  • [Presentation] Asymptotic expansions for several GEL-based test statistics2012

    • Author(s)
      Yoshihide Kakizawa
    • Organizer
      (英語) Seminar
    • Place of Presentation
      香港中文大學(香港)
    • Year and Date
      2012-06-05
    • Related Report
      2013 Final Research Report
  • [Presentation] ベータカーネル推定量, ガンマカーネル推定量, ベルンシュタイン推定量の改良について2012

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      研究集会「ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶応義塾大学(東京)
    • Year and Date
      2012-03-29
    • Related Report
      2013 Final Research Report
  • [Presentation] Bartlett correctability of empirical likelihood ratio test for a parameter subvector in general estimating equations2012

    • Author(s)
      柿沢佳秀
    • Organizer
      日本数学会2012年度年会
    • Place of Presentation
      東京理科大学(東京)
    • Year and Date
      2012-03-28
    • Related Report
      2013 Final Research Report
  • [Presentation] ベータカーネル推定量、ガンマカーネル推定量、ベルンシュタイン推定量の改良について2012

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      ノンパラメトリック統計解析とベイズ統計
    • Place of Presentation
      慶応大学(港区)
    • Related Report
      2011 Research-status Report
  • [Presentation] Bartlett correctability of empirical likelihood ratio test for a parameter subvector in the over-identified case2011

    • Author(s)
      Yoshihide Kakizawa
    • Organizer
      (英語) 研 究集会「Theory and Applications for Empirical Likelihood and Discriminant and Cluster Analysis」
    • Place of Presentation
      和歌山ビッグ愛(和歌山)
    • Year and Date
      2011-12-03
    • Related Report
      2013 Final Research Report
  • [Presentation] ベルンシュタイン密度推定量への積型バイアス修正法の適用2011

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      Summer Workshop on Economic Theory
    • Place of Presentation
      小樽商科大学(小樽)
    • Year and Date
      2011-09-10
    • Related Report
      2013 Final Research Report
  • [Presentation] ベルンシュタイン密度推定量への積型バイアス修正法の適用2011

    • Author(s)
      五十嵐岳, 柿沢佳秀
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      九州大学(福岡)
    • Year and Date
      2011-09-06
    • Related Report
      2013 Final Research Report
  • [Presentation] ベルンシュタイン密度推定量への積型バイアス修正法の適用2011

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      Summer Workshop on Economic Theory
    • Place of Presentation
      小樽商科大学(小樽市)
    • Related Report
      2011 Research-status Report
  • [Presentation] ベルンシュタイン密度推定量への積型バイアス修正法の適用2011

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      九州大学(福岡市)
    • Related Report
      2011 Research-status Report
  • [Presentation] 加重対数正規カーネル密度推定量とその改良について

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      研究集会「ノンパラメトリック統計解析とベイズ統計」
    • Place of Presentation
      慶応義塾大学(港区)
    • Related Report
      2013 Annual Research Report
  • [Presentation] Frequency domain GEL method

    • Author(s)
      柿沢佳秀
    • Organizer
      研究集会「大規模で非定常な時系列・時空間データのモデル化とその推定・検定・予測法の研究」
    • Place of Presentation
      東北大学(仙台市)
    • Related Report
      2013 Annual Research Report
  • [Presentation] 逆ガウス、相反逆ガウス、Birnbaum-Saunders、対数正規カーネル推定量の再定義について

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      研究集会「Seminar on time series and financial engineering」
    • Place of Presentation
      東京理科大学(新宿区)
    • Related Report
      2013 Annual Research Report
  • [Presentation] Improvement of Bernstein polynomial density estimator

    • Author(s)
      Igarashi,G. and Kakizawa,Y.
    • Organizer
      The 1st Korea University-Hokkaido University Joint Workshop on Statistics
    • Place of Presentation
      北海道大学(札幌市)
    • Related Report
      2012 Research-status Report
  • [Presentation] 境界バイアスのない密度推定量の改良について

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      北海道大学(札幌市)
    • Related Report
      2012 Research-status Report
  • [Presentation] 境界バイアスのない密度推定量の改良について

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      研究集会「統計推測理論の展開と諸モデルへの応用」
    • Place of Presentation
      釧路市生涯学習センター(釧路市)
    • Related Report
      2012 Research-status Report
  • [Presentation] 逆ガウス、相反逆ガウス、BSカーネル密度推定量の再定義とその改良について

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      研究集会「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)
    • Related Report
      2012 Research-status Report
  • [Presentation] 逆ガウス、相反逆ガウス、BSカーネル密度推定量の再定義について

    • Author(s)
      五十嵐岳、柿沢佳秀
    • Organizer
      日本数学会年会
    • Place of Presentation
      京都大学(京都市)
    • Related Report
      2012 Research-status Report

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Published: 2011-08-05   Modified: 2025-11-18  

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