• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Research on new developments of theory of statistical inference in several modern problems in multivariate analysis

Research Project

Project/Area Number 26330036
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionThe University of Tokyo

Principal Investigator

Kubokawa Tatsuya  東京大学, 大学院経済学研究科(経済学部), 教授 (20195499)

Project Period (FY) 2014-04-01 – 2018-03-31
Project Status Completed (Fiscal Year 2017)
Budget Amount *help
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2017: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2015: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords線形混合モデル / 小地域推定 / 高次元解析 / 統計的決定理論 / 共分散行列 / 縮小推定 / 経験ベイズ / 階層ベイズ / 漸近理論 / 線形縮小推定 / ファクターモデル / ベンチマーク問題 / スタイン問題 / 予測分布 / 変換モデル / ベンチマーク / 変数選択 / 情報量規準 / 地域統計
Outline of Final Research Achievements

In this research project, I addressed several problems in multivariate data analysis, derived new statistical methods to solve the problems and developed theory on their usefulness and optimality. The performances of the suggested methods were investigated through simulation experiments and data analysis. In particular, I obtained research results for the following five topics: (A) New developments in small area estimation based on linear mixed models and generalized linear mixed models, (B) Benchmark problems in small area estimation, (C) Variable selection in linear mixed models, (D) Use of shrinkage estimation methods in high-dimensional multivariate analysis, and (E)Developments of optimality theory in multivariate statistical inference.

Report

(5 results)
  • 2017 Annual Research Report   Final Research Report ( PDF )
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (44 results)

All 2017 2016 2015 2014 Other

All Int'l Joint Research (8 results) Journal Article (24 results) (of which Int'l Joint Research: 6 results,  Peer Reviewed: 24 results,  Acknowledgement Compliant: 13 results,  Open Access: 1 results) Presentation (12 results) (of which Invited: 1 results)

  • [Int'l Joint Research] Rutgers University/University of Florida(米国)

    • Related Report
      2017 Annual Research Report
  • [Int'l Joint Research] National University of Singapore(Singapore)

    • Related Report
      2017 Annual Research Report
  • [Int'l Joint Research] フロリダ大学/ラトガーズ大学(米国)

    • Related Report
      2016 Research-status Report
  • [Int'l Joint Research] トロント大学/シュエルブルック大学(カナダ)

    • Related Report
      2016 Research-status Report
  • [Int'l Joint Research] 国立シンガポール大学(シンガポール)

    • Related Report
      2016 Research-status Report
  • [Int'l Joint Research] フロリダ大学/ラトガーズ大学(米国)

    • Related Report
      2015 Research-status Report
  • [Int'l Joint Research] トロント大学/シェルブロック大学(カナダ)

    • Related Report
      2015 Research-status Report
  • [Int'l Joint Research] 国立シンガポール大学(シンガポール)

    • Related Report
      2015 Research-status Report
  • [Journal Article] Bayesian estimators in uncertain nested error regression models2017

    • Author(s)
      Sugasawa, S. and Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 153 Pages: 52-63

    • DOI

      10.1016/j.jmva.2016.09.011

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian estimators for small area models shrinking both means and variances2017

    • Author(s)
      Sugasawa, S., Tamae, H. and Kubokawa, T.
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 44 Issue: 1 Pages: 150-167

    • DOI

      10.1111/sjos.12246

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] On predective density estimation for location families under integrated absolute error loss2017

    • Author(s)
      T. Kubokawa, Eric Marchand and W.E. Strawderman
    • Journal Title

      Bernoulli

      Volume: 23 Issue: 4B Pages: 3197-3212

    • DOI

      10.3150/16-bej842

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix2017

    • Author(s)
      Hisayuki Tsukuma, Tatsuya Kubokawa
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 159 Pages: 138-150

    • DOI

      10.1016/j.jmva.2017.05.004

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Transforming response values in small area prediction2017

    • Author(s)
      Sugasawa, S. and Kubokawa, T.
    • Journal Title

      Computational Statistics & Data Analysis

      Volume: 印刷中 Pages: 47-60

    • DOI

      10.1016/j.csda.2017.03.017

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Heteroscedastic nested error regression models with variance functions2017

    • Author(s)
      Sugasawa, S. and Kubokawa, T.
    • Journal Title

      Statistica Sinica

      Volume: 印刷中 Pages: 1101-1123

    • DOI

      10.5705/ss.202015.0318

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models2017

    • Author(s)
      T. Kubokawa, E. Marchand and W.S. Strawderman
    • Journal Title

      Mathematical Methods of Statistics

      Volume: 26 Issue: 2 Pages: 134-148

    • DOI

      10.3103/s106653071702003x

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Empirical uncertain Bayes methods in area-level models2017

    • Author(s)
      Sugasawa, S., Kubokawa, T. and Ogasawara, K.
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 印刷中 Issue: 3 Pages: 684-706

    • DOI

      10.1111/sjos.12271

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Prediction in heteroscedastic nested error regression models with random dispersions2016

    • Author(s)
      Kubokawa, T., Sugasawa, S., Ghosh, M. and Chaudhuri, S.
    • Journal Title

      Statistica Sinica

      Volume: 26 Pages: 465-492

    • DOI

      10.5705/ss.202014.0070

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions2016

    • Author(s)
      Y. Ikeda, T. Kubokawa and M.S. Srivastava
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: 95 Pages: 95-108

    • DOI

      10.1016/j.csda.2015.09.011

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Unified improvements in estimation of a normal covariance matrix in high and low dimensions2016

    • Author(s)
      Tsukuma, H. and Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 143 Pages: 233-248

    • DOI

      10.1016/j.jmva.2015.09.016

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] On conditional prediction errors in mixed models with application to small area estimation2016

    • Author(s)
      Sugasawa, S and Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 148 Pages: 18-33

    • DOI

      10.1016/j.jmva.2016.02.009

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Linear shrinkage estimation of large covariance matrices using factor models2016

    • Author(s)
      Y. Ikeda and T. Kubokawa
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 152 Pages: 61-81

    • DOI

      10.1016/j.jmva.2016.08.001

    • Related Report
      2016 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Minimaxity in estimation of restricted and non-restricted scale parameter matrices2015

    • Author(s)
      Tsukuma, H. and Kubokawa, T.
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 67 Issue: 2 Pages: 261-285

    • DOI

      10.1007/s10463-014-0449-x

    • NAID

      40020387949

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] Parametric transformed Fay-Herriot model for small area estimation2015

    • Author(s)
      S. Sugasawa and T. Kubokawa
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 139 Pages: 295-311

    • DOI

      10.1016/j.jmva.2015.04.001

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] A unified approach to estimating a normal mean matrix in high and low dimensions2015

    • Author(s)
      Tsukuma, H. and Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 139 Pages: 312-328

    • DOI

      10.1016/j.jmva.2015.04.003

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Estimation of the mean vector in a singular multivariate normal distribution2015

    • Author(s)
      Tsukuma, H. and Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 140 Pages: 245-258

    • DOI

      10.1016/j.jmva.2015.05.016

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] On predictive density estimation for location families under integrated squared error loss2015

    • Author(s)
      T. Kubokawa, E. Marchand and W.E. Strawderman
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 142 Pages: 57-74

    • DOI

      10.1016/j.jmva.2015.07.013

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation2015

    • Author(s)
      M. Ghosh, T. Kubokawa and Y. Kawakubo
    • Journal Title

      Biometrika

      Volume: 102 Issue: 3 Pages: 647-659

    • DOI

      10.1093/biomet/asv010

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] On measuring uncertainty of benchmarked predictors with application to disease risk estimate2014

    • Author(s)
      T. Kubokawa, M. Hasukawa and K. Takahashi
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 41 Issue: 2 Pages: 394-413

    • DOI

      10.1111/sjos.12040

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] General dominance properties of double shrinkage estimators for ratio of positive parameters2014

    • Author(s)
      T. Kubokawa
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 147 Pages: 224-234

    • DOI

      10.1016/j.jspi.2013.11.009

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] Estimation of covariance and precision matrices in high dimension2014

    • Author(s)
      T. Kubokawa and A. Inoue
    • Journal Title

      Electronic Journal of Statistics

      Volume: 8 Issue: 1 Pages: 130-158

    • DOI

      10.1214/14-ejs878

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Modified conditional AIC in linear mixed models2014

    • Author(s)
      Yuki Kawakubo and Tatsuya Kubokawa
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 129 Pages: 44-56

    • DOI

      10.1016/j.jmva.2014.03.017

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Tests for covariance matrices in high dimension with less sample size2014

    • Author(s)
      Srivastava, M. S., Yanagihara, H. & Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 130 Pages: 289-309

    • DOI

      10.1016/j.jmva.2014.06.003

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Presentation] 混合効果モデルを利用した小地域推定2016

    • Author(s)
      久保川達也
    • Organizer
      日本統計学会春季大会
    • Place of Presentation
      東北大学川内キャンパス(宮城県仙台市)
    • Year and Date
      2016-03-05
    • Related Report
      2015 Research-status Report
  • [Presentation] 分散関数を用いたHeteroscedastic Nested Error Regressionモデル2015

    • Author(s)
      菅澤翔之助,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学津島キャンパス(岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Research-status Report
  • [Presentation] 小地域推定における平均と分散の同時縮小推定法2015

    • Author(s)
      玉江大将,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学津島キャンパス(岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Research-status Report
  • [Presentation] 高次元共分散行列の逆行列の推定問題とその応用2015

    • Author(s)
      伊藤翼,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学津島キャンパス(岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Research-status Report
  • [Presentation] 平均と分散の同時縮小推定における変量効果のロバストな予測について2015

    • Author(s)
      玉江大将,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学津島キャンパス(岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Research-status Report
  • [Presentation] 縮小推定の展開―小地域推定と高次元問題―2015

    • Author(s)
      久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学津島キャンパス(岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] 線形混合モデルとEBLUPを利用した小地域推定の新展開2014

    • Author(s)
      久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Year and Date
      2014-09-13 – 2014-09-16
    • Related Report
      2014 Research-status Report
  • [Presentation] 経験ベイズ推定量の条件付きMSEとその小地域推定への応用2014

    • Author(s)
      菅澤翔之助,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Year and Date
      2014-09-13 – 2014-09-16
    • Related Report
      2014 Research-status Report
  • [Presentation] 線形混合モデルにおける予測情報量規準2014

    • Author(s)
      川久保友超,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Year and Date
      2014-09-13 – 2014-09-16
    • Related Report
      2014 Research-status Report
  • [Presentation] 変換線形混合モデルを用いた小地域推定2014

    • Author(s)
      菅澤翔之助,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Year and Date
      2014-09-13 – 2014-09-16
    • Related Report
      2014 Research-status Report
  • [Presentation] 共変量の値が変化する状況下での線形混合モデルの変数選択とその小地域推定への応用2014

    • Author(s)
      川久保友超,菅澤翔之助,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Year and Date
      2014-09-13 – 2014-09-16
    • Related Report
      2014 Research-status Report
  • [Presentation] 追加的な共変量をもちいた高次元共分散行列の推定2014

    • Author(s)
      池田祐樹,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス(東京都文京区)
    • Year and Date
      2014-09-13 – 2014-09-16
    • Related Report
      2014 Research-status Report

URL: 

Published: 2014-04-04   Modified: 2022-06-07  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi