1995 年度実績報告書

統計推測における統計モデルの役割に関する総合的研究

研究課題

研究課題/領域番号	06302015
研究機関	大阪大学
研究代表者	稲垣宣生大阪大学, 基礎工学部, 教授 (10000184)
研究分担者	近藤正男鹿児島大学, 教養部, 助教授 (70117505) 三浦良造一橋大学, 商学部, 教授 (30107081) 田栗正章千葉大学, 理学部, 教授 (10009607) 山田作太郎東京水産大学, 水産学部, 教授 (60017077) 後藤昌司大阪大学, 基礎工学部, 教授 (00273615)
キーワード	統計的推測 / サンプリング・リサンプリング / 確率過程 / 生物統計学 / 時系列解析モデル / 統計ソフト / 医学統計学 / データ解析
研究概要	1.研究目的:時系列解析モデル・確率過程母数モデル・医学統計モデル・生物統計モデル・経済金融統計モデルなど現在注目されている統計モデルと統計的情報量・統計幾何・統計的画像解析など新しい統計学の概念方法が,どのような様相で機能し効果を発揮するのかその役割を理論と応用両面から研究することが本研究の目的である.そのためには,広い分野の統計研究者が共同してこのような新しい統計学の概念・方法を取り入れた研究を行い,問題点の指摘と解決方法を研究する必要がある. 2.研究計画:各研究分担者は下記の6つのテーマの役割分担に対する研究班: (1)サンプリング・リサンプリング法と統計的推測の研究(田栗正章,赤平昌文,小西貞則) (2)統計ソフトとデータ解析の研究(三浦良造,柴田里程,安芸重雄) (3)時系列解析モデルと統計推測に関する研究(近藤正男,藤井光昭,大和元,磯川幸直) (4)生物科学における統計モデルの研究(山田作太郎,岸野洋久) (5)医学統計学における最新の諸法(後藤昌司,正法地孝雄,柴田義貞,越智義道) (6)確率過程における母数モデルと情報幾何の研究(江口真透,林利治,吉田朋広) を組織し,それぞれの班がシンポジュウムを開催した.稲垣宣生はそれらの研究の統括を行った. 3.研究成果:6月に上記のような研究組織の構成とシンポジュム計画を広く配布し,講演の呼びかけを行った.いずれのシンポジュウムも十数件の講演と50名以上の参加者の下で行われ,その成果は研究報告集としてまとめられ印刷・配布されている.また,シンポジュウムの講演は最先端のものが多く,統計モデルと統計理論という統計的推測がかかえる応用と理論の相互関係の問題が熱心に討論された.

研究成果
(27件)

すべてその他

すべて文献書誌 (27件)

[文献書誌] Inagaki,N.: "Exact information loss in Fisher's circle model" Mathematica Japonica,. (to appear).
[文献書誌] Kumagai,E.: "Comment on Efron's counterxample," Mathematica Japonica,. (to appear).
[文献書誌] Inagaki,N.: "Asymptotic distribution of maximal autoregressive process with weit tennding to 1," Ann.lnat.Statist.Math.,. 46,. 633-640 (1994)
[文献書誌] Goto,M.,: "Double power.transformation and its performances." Proc.Inter.Conf.Stat.Meth.Stat.Comp.QCPI,. 386-397 (1995)
[文献書誌] Douoke,H.,: "On Sequential Design based on Markov Chains for selecting One of two Treatments in Clinical Trials" J.Japan.Soc.Comp.Statist.,. 7,. 89-103 (1994)
[文献書誌] Furukawa,N.,: "A parametric total order on fuzzy numbers and a fuzzy shortest route problem." Optimization.30,. 367-377 (1994)
[文献書誌] Huzii,M.,: "Estimation of coefficients of time series regression with a nonstationary error process," J.Time Ser.Anal.,. 16,. 105-118 (1995)
[文献書誌] Hyodo,Y.,: "Characterization of information matrices for balanced two-level fractional designs of odd resolution" Commun.Statist.-Theory Meth.,. 23,. 1859-1874 (1994)
[文献書誌] Isogawa,Y.,: "Estimation of frequency," Annlnst.Statist.Math.,. 35,. 201-213 (1994)
[文献書誌] Jimbo,M.,: "Recursive contrustions for cyclic BIB designs and their generalizations," Discrete Math.,. 116,. 79-95 (1993,)
[文献書誌] Kageyama,S.: "Some contributions of nested BIBD and two-assocoate PBIBD designs under restricted dualization," Bull.Fac.Sch.Educ.Hiroshima Univ.,. 17,. 33-39 (1995,)
[文献書誌] Shibata,R.: "Weak stationarity of a time series with wavelet representation," Japan J.Indust.Appl.Math.,. 12,. 37-46 (1995,)
[文献書誌] K.Miura: "The Pricing Formula of Commodity Linked Bonds with Stochastic Convenience Yields and Default Risk," Hitotsubashi Univ.Working Paper,. 8,. (1995,)
[文献書誌] Aki,S.: "Ioint distributions of numbers of success-rlns and failures until the first consecutive k.successes," Ann.Inst.Statist Math.,. 47,. 225-235 (1995)
[文献書誌] Taguri,M.,: "Higher order accurate confidence intervals for smooth functions of means with application to the correlation" J.Jap.Soc.Comput.Statist,. (to appear).
[文献書誌] Taniguchi,M.: "Nonparametric approach for Non-Gaussian Vectore Stationary Processes," J.Multiv.Anal.,. (to appear).
[文献書誌] Kondo,M.,: "k sample problem in time series analysis," Math.Japonica,. 39,. 537-544 (1994,)
[文献書誌] Yamato,H.,: "Ordered and unordered random partition of an integer and the GEM distribution," tatistics & Probability Letters,. 25,. 177-183 (1995,)
[文献書誌] Yamada,S.,: "A theoretical consideration of the reporting rate of recaptured tagged fish and its application," Nippon Suisan Gakkaishi,. 59,. 1879-1882 (1993,)
[文献書誌] Eguchi,S.,: "A further discussion of second-order efficiency for estimation," Questio,. 17,. 347-364 (1994,)
[文献書誌] Yasuda,M.,: "A linear structure and convexity for relations in dynamic fuzzy systems," Computers Math.Applic.,. 27,. 23-27 (1994,)
[文献書誌] Teraoka,Y.,: "A game theo for a duopolistic territory," Proc.Austr.-Japan Workshop Stoch.Models Eng.TEch.552-559 (1993,)
[文献書誌] Watanabe,M.,: "A.robust estimation method for tobit models and its applications," Proc.8th Japan-Korea Joint Conf.Statist.,. 101-106 (1994,)
[文献書誌] Shirahata,S.,: "Estimate of variance of wilcoxon-Mann-Whitney Statistics," J.Japanese Soc.Comp.Statist.,. 6,. 1-10 (1993,)
[文献書誌] Shiraishi,T.,: "On construction of improved estimators in multiple-design multivariate linear models" Ann.Inst.Statist.Math.,. 47,. 665-674 (1995)
[文献書誌] Shohoji,T.,: "Relationship between adult stature and timing of the pubertal growth spurt.," Amot J.Human Bio logy. (to appear).
[文献書誌] Konishi,S.: "Maximum likelihood estimation of an intraclass correlation in a bivariate normal distribution" Commun.Statist.-Theory Meth.,. 23. 1593-1604 (1994,)

1995 年度 実績報告書

統計推測における統計モデルの役割に関する総合的研究

研究代表者

稲垣 宣生 大阪大学, 基礎工学部, 教授 (10000184)

研究成果

[文献書誌] Inagaki,N.: "Exact information loss in Fisher's circle model" Mathematica Japonica,. (to appear).

[文献書誌] Kumagai,E.: "Comment on Efron's counterxample," Mathematica Japonica,. (to appear).

[文献書誌] Inagaki,N.: "Asymptotic distribution of maximal autoregressive process with weit tennding to 1," Ann.lnat.Statist.Math.,. 46,. 633-640 (1994)

[文献書誌] Goto,M.,: "Double power.transformation and its performances." Proc.Inter.Conf.Stat.Meth.Stat.Comp.QCPI,. 386-397 (1995)

[文献書誌] Douoke,H.,: "On Sequential Design based on Markov Chains for selecting One of two Treatments in Clinical Trials" J.Japan.Soc.Comp.Statist.,. 7,. 89-103 (1994)

[文献書誌] Furukawa,N.,: "A parametric total order on fuzzy numbers and a fuzzy shortest route problem." Optimization.30,. 367-377 (1994)

[文献書誌] Huzii,M.,: "Estimation of coefficients of time series regression with a nonstationary error process," J.Time Ser.Anal.,. 16,. 105-118 (1995)

[文献書誌] Hyodo,Y.,: "Characterization of information matrices for balanced two-level fractional designs of odd resolution" Commun.Statist.-Theory Meth.,. 23,. 1859-1874 (1994)

[文献書誌] Isogawa,Y.,: "Estimation of frequency," Annlnst.Statist.Math.,. 35,. 201-213 (1994)

[文献書誌] Jimbo,M.,: "Recursive contrustions for cyclic BIB designs and their generalizations," Discrete Math.,. 116,. 79-95 (1993,)

[文献書誌] Kageyama,S.: "Some contributions of nested BIBD and two-assocoate PBIBD designs under restricted dualization," Bull.Fac.Sch.Educ.Hiroshima Univ.,. 17,. 33-39 (1995,)

[文献書誌] Shibata,R.: "Weak stationarity of a time series with wavelet representation," Japan J.Indust.Appl.Math.,. 12,. 37-46 (1995,)

[文献書誌] K.Miura: "The Pricing Formula of Commodity Linked Bonds with Stochastic Convenience Yields and Default Risk," Hitotsubashi Univ.Working Paper,. 8,. (1995,)

[文献書誌] Aki,S.: "Ioint distributions of numbers of success-rlns and failures until the first consecutive k.successes," Ann.Inst.Statist Math.,. 47,. 225-235 (1995)

[文献書誌] Taguri,M.,: "Higher order accurate confidence intervals for smooth functions of means with application to the correlation" J.Jap.Soc.Comput.Statist,. (to appear).

[文献書誌] Taniguchi,M.: "Nonparametric approach for Non-Gaussian Vectore Stationary Processes," J.Multiv.Anal.,. (to appear).

[文献書誌] Kondo,M.,: "k sample problem in time series analysis," Math.Japonica,. 39,. 537-544 (1994,)

[文献書誌] Yamato,H.,: "Ordered and unordered random partition of an integer and the GEM distribution," tatistics & Probability Letters,. 25,. 177-183 (1995,)

[文献書誌] Yamada,S.,: "A theoretical consideration of the reporting rate of recaptured tagged fish and its application," Nippon Suisan Gakkaishi,. 59,. 1879-1882 (1993,)

[文献書誌] Eguchi,S.,: "A further discussion of second-order efficiency for estimation," Questio,. 17,. 347-364 (1994,)

[文献書誌] Yasuda,M.,: "A linear structure and convexity for relations in dynamic fuzzy systems," Computers Math.Applic.,. 27,. 23-27 (1994,)

[文献書誌] Teraoka,Y.,: "A game theo for a duopolistic territory," Proc.Austr.-Japan Workshop Stoch.Models Eng.TEch.552-559 (1993,)

[文献書誌] Watanabe,M.,: "A.robust estimation method for tobit models and its applications," Proc.8th Japan-Korea Joint Conf.Statist.,. 101-106 (1994,)

[文献書誌] Shirahata,S.,: "Estimate of variance of wilcoxon-Mann-Whitney Statistics," J.Japanese Soc.Comp.Statist.,. 6,. 1-10 (1993,)

[文献書誌] Shiraishi,T.,: "On construction of improved estimators in multiple-design multivariate linear models" Ann.Inst.Statist.Math.,. 47,. 665-674 (1995)

[文献書誌] Shohoji,T.,: "Relationship between adult stature and timing of the pubertal growth spurt.," Amot J.Human Bio logy. (to appear).

[文献書誌] Konishi,S.: "Maximum likelihood estimation of an intraclass correlation in a bivariate normal distribution" Commun.Statist.-Theory Meth.,. 23. 1593-1604 (1994,)

1995 年度実績報告書

稲垣宣生大阪大学, 基礎工学部, 教授 (10000184)