Research Memorandum

このウェブサイトではJavaScriptおよびスタイルシートを使用しております。正常に表示させるためにはJavaScriptを有効にしてください。ご覧いただいているのは国立国会図書館が保存した過去のページです。このページに掲載されている情報は過去のものであり、最新のものとは異なる場合がありますのでご注意下さい。

No.599:
Nishiyama, Y.
Some central limit theorems for l∞-valued semimartingales and their applications. [3/22/1996]
No.598:
Uchida, M.
Joint distributions of numbers of success-runs until the first consecutive k successes in a second-order two-state Markov chain. [3/6/1996] (dvi)
No.597:
Uchida, M.
On number of occurrences of success-runs of exact length k. [3/6/1996] (dvi)
No.596:
Terlaky, T. and Tsuchiya, T.
A note on Mascarenhas'counter example about global convergence of the affine scaling algorithm. [3/27/1996] (ps.gz)
No.595:
Iba, Y.
Statistical methods for information integration (ver.2.5). [2/19/1996]
No.594:
Kitakado, T. and Hirano, K.
Distribution of the number of success runs in two-state Markov chain and its applications. [2/9/1996]
No.593:
Iba, Y. and Tanaka-Yamawaki, M.
A Statistical analysis of human random number generators. [1/31/1996]
No.592:
Iba, Y.
An introduction to statistical physics -- spin models on lattices and Markov chain Monte Carlo --. [1/31/1996]
No.591:
Higuchi, T.
An analysis of time-varying frequency wave by using Self-ORganizing TIme Series Model(SORTism). [1/31/1996]
No.590:
Kawano, H. and Higuchi, T.
Bootstrap method for the minimum variance analysis:Error estimation for the maximum variance eigenvector. [1/31/1996]
No.589:
Ogata, Y.
Space-time point-process models for earthquake occurrences. [1/12/1996]
No.588:
Tsuchiya, T. and Konishi, S.
General saddlepoint approximations and normalizing transformations for statistics in multivariate analysis. [1/9/1996]
No.587:
Shoji, I.
Consistency of the estimator derived from the Euler method. [12/26/1995]
No.586:
Shoji, I. and Ozaki, T.
A local linearization method for multivariate stochastic processes. [12/26/1995]
No.585:
Yoshimoto, A. and Shoji, I.
Forest land valuation for Sugi and Hinoki stands under stochastic log prices in Japanese markets. [12/21/1995]
No.584:
Iba, Y.
Information integration and fundamental problems in artificial intelligence. [12/5/1995]
No.583:
Iba, Y.
Statistical methods for information integration (ver.1.1). [12/5/1995]
No.582:
Yamasita, S.
Modal choice model by logit model with N-M utility function. [12/1/1995]
No.581:
Kawano, H. and Higuchi, T.
A generalization of the minimum variance analysis method. [11/7/1995]
No.580:
Sakamoto, Y. , Takada, Y. and Yoshida, N.
Inadmissibility of the usual prediction region in a multivariate normal distribution. [11/2/1995]
No.579:
Kitagawa, G. and Nagahara, Y.
Monte Carlo smoothing method for seasonal adjustment. [10/24/1995]
No.578:
Kitagawa, G.
Self-organizing state space model. [10/24/1995]
No.577:
Yato, T. and Yamasita, S.
An infinite period problem of pension ALM: An application for MDP. [10/25/1995]
No.576:
Nagahara, Y. and Kitagawa, G.
Non-Gaussian stochastic volatility model. [9/27/1995]
No.575:
Wang, J.F. , Ohuchi, S. and Taguri, M.
Higher order accurate confidence intervals for smooth functions of means with application to the correlation coefficient. [9/14/1995]
No.574:
Wang, J.F. and Taguri, M.
Effect of bootstrap resample size for quadratic functional statistics. [9/14/1995]
No.573:
Wang, J.F. and Taguri, M.
Bootstrap method -- an introduction from a twosample problem. [9/14/1995]
No.572:
Sakamoto, Y.(Coordinator Research Committee for the Study of the Japanese National Character, ISM)
A study of the Japanese national character: Ninth nationwide survey. [9/8/1995]
No.571:
Ogata, Y.
Markov chain Monte Carlo integration through simulated annealing and its application to likelihood computation of Bayesian models. [8/3/1995]
No.570:
Iba, Y.
Markov chain Monte Calro algorithms and their applications to statistics. [7/6/1995]
No.569:
Nagahara, Y.
Note on a comparison of parameter estimation methods for a stochastic differential equation. [7/5/1995]
No.568:
Nagahara, Y.
Non-Gaussian distribution for stock returns and related stochastic differential equation. [7/5/1995]
No.567:
Tsuchiya, T.(Takahiro) and Matsunawa, T.
Improved nonparametric statistical uncertainty relations. [6/26/1995]
No.566:
Tsuchiya, T. and Matsunawa, T.
Specification of nonparametric models for observations in multivariate real case. [6/26/1995]
No.565:
Tsuchiya, T. and Matsunawa, T.
Multi-variate nonparametric statistical uncertainty relation and statistical fundamental equations for complex random matrices. [6/26/1995]
No.564:
Higuchi, T.
The Kitagawa Monte Carlo filter using the genetic algorithm operators. [6/26/1995]
No.563:
Tanemura, M.
Some problems of spatial patterns on the sphere. [6/23/1995]
No.562:
Klebanov, L.B. , Rachev, S.T. and Shimizu, R.
Distributions of linear forms with random coefficients. [6/15/1995]
No.561:
Shoji, I.
Comparative study of estimation methods for a continuous time stochastic process. [6/1/1995]
No.560:
Yoshida, N.
Asymptotic expansion of a functional of a one-dimensional diffusion process. [5/31/1995]
No.559:
Yanagimoto, T.
Estimation based on estimating equations -- From the maximum likelihood method and the method of moments. [5/2/1995]
No.558:
Iba, Y.
Learning with hierarchical structures -- an approach from Bayesian statistics --. [4/25/1995]
No.557:
Shoji, I.
Approximation of a continuous time stochastic process by a new local linearization method. [4/20/1995]
No.556:
Higuchi, T.
On the resampling scheme in the filtering procedure of the Kitagawa Monte Carlo filter. [4/18/1995]
No.555:
Ichikawa, M. and Konishi, S.
Bootstrap tests for the goodness of fit in linear latent variable models. [4/17/1995]
No.554:
Itoh, Y.
The paper-scissors-stone model -A nonlinear integrable system-. (mpg:30MB) (wmv:3MB)
No.553:
Muramatsu, M. and Tsuchiya, T.
Infeasibility detection in an affine scaling infeasible interior point algorithm. [3/31/1995]
No.552:
Florian, J.
Topology and geometry design for trusses by interior point methods. [3/31/1995]
No.551:
Wang, J.F. and Taguri, M.
Better jackknife confidence intervals. [3/20/1995]
No.550:
Kanefuji, K. and Iwase, K.
On an exponential inverse Gaussian distribution. [3/15/1995]
No.549:
Konishi, S. and Kitagawa, G.
Generalized information criterion and the bootstrap. [3/16/1995]
No.548:
Ishiguro, M.
A spatiotemporal model of atmospheric fluctuation. [3/14/1995]
No.547:
Monteiro, R.D.C. and Tsuchiya, T.
Global convergence of the affine scaling algorithm for convex quadratic programming. [3/28/1995]
No.546:
Zhao, Y.
Distributions of linear combinations and error rates of linear discriminant function under elliptical distributions. [3/10/1995]
No.545:
Yato, T. and Yamasita, S.
The sensitivity analysis and simplifying the calculation of the pension ALM. [3/28/1995]
No.544:
Shoji, I. and Ozaki, T.
Reconsideration of the local linearization scheme for nonlinear time series modeling. [2/7/1995]
No.543:
Higuchi, T.
Statistical inference of groundwater radon. [2/1/1995]
No.542:
Nishiyama, Y.
A central limit theorem for infinite dimensional local Martingales. [1/31/1995]
No.541:
Yamasita, S.
The relationship of regularity to late avoidance behaviour of traffic mode choice. [1/6/1995]
No.540:
Kitagawa, G. , Ishiguro, M. and Sakamoto, Y.
Model selection by EIC, a bootstrap version of AIC. [1/6/1995]
No.539:
Aki, S. and Hirano, K.
Lifetime distribution and estimation problems of consecutive-k-out-of-n:F systems. [1/4/1995]
No.538:
Freund, R.W. and Jarre, F.
A QMR-based interior-point algorithm for solving linear programs. [12/28/1994]
No.537:
Miller, A.S. and Nakamura, T.
Conservative trends in the U.S.: Disentangling period, age and cohort effects. [12/15/1994]
No.536:
Jarre, F. and Wright, S.
On the role of the objective function in barrier-function methods. [12/1/1994]
No.535:
Freund, R.W. , Jarre, F. and Schaible, S.
On interior-point methods for fractional programs and their convex reformulation. [11/29/1994]
No.534:
Hossain, Md.F. , Kashiwagi, N. and Hirano, K.
A generalization of the power inverse Gaussian distribution with some properties. [11/28/1994]
No.533:
Matsunawa, T.
Basic parametric statistical model building without assuming existence of true distributions. [11/14/1994]
No.532:
Ishiguro, M. , Sakamoto, Y. and Kitagawa, G.
Bootstrapping log likelihood and EIC, an extension of AIC. [11/9/1994]
No.531:
Ozaki, T.
A likelihood analysis of chaos: A simple statistical method for the identification of chaos. [10/28/1994]
No.530:
Shoji, I. and Ozaki, T.
A note on the rate of convergence of the new local linearization method. [10/7/1994]
No.529:
Yafune, A. , Ishiguro, M. and Kitagawa, G.
Kullback-Leibler information approach to the optimum measurement point for Bayesian estimation. [10/5/1994]
No.528:
Nagahara, Y.
Cross-sectional-skew-dependent distribution models for industry returns in Japanese stock market. [9/28/1994]
No.527:
Shimizu, R. and Fujikoshi, Y.
Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures. [9/27/1994]
No.526:
Hossain, Md. F.
Estimation of finite and closed population size: An inverse sampling approach with unequal recapture probability. [9/21/1994]
No.525:
Nishiyama, Y.
Local asymptotic normarity of a sequential model for marked point processes and its applications. [9/12/1994]
No.524:
Shoji, I. and Ozaki, T.
Estimation for a continuous time stochastic process : A new local linearization approach. [9/6/1994]
No.523:
Nakamura, N.
The estimation of finite mixture distributions and the clustering procedure. [8/31/1994]
No.522:
Kitagawa, G. and Matsumoto, N.
Detection of coseismic changes of underground water level. [8/30/1994]
No.521:
Tsunoda, T., Ueda, S. and Itoh, Y.
Adpositions in word order typology. [8/29/1994]
No.520:
Yoshida, N.
Asymptotic expansion for local density of martingales. [8/23/1994]
No.519:
Kato, H., Wada, T. and Ishiguro, M.
A study of human body balance by new multivariate feedback models with common low frequency components. [8/19/1994]
No.518:
Kitagawa, G. and Gersch, W.
Smoothness priors analysis of quasi-periodic time series. [8/17/1994]
No.517:
Yoshida, N.
Malliavin calculus and asymptotic expansion for martingales. [7/29/1994]
No.516:
Jin, M.-Z.
Classification of sentences by word-length distribution of verbs with proportions of Japanese words and those of compound words. [7/15/1994]
No.515:
Nagahara, Y.
Recursive formula for evaluating the normalizing constant and cumulative function of type IV family of Pearson system of distributions. [7/5/1994]
No.514:
Jin, M.-Z.
Classification of sentences by data of the used commas in sentences [6/20/1994]
No.513:
Takahashi, T.
Neuronal basis for perception and memory in the cerebral cortex. [6/1/1994]
No.512:
Takahashi, T.
Quantitative methods for analyzing responses of multiple neurons. [6/1/1994]
No.511:
Takahashi, T. and Riquimaroux, H.
Time-variant structure of the primate auditory cortex. [6/1/1994]
No.510:
Tsuchiya, T.
A new family of polynomial-time interior point algorithms for linear programming. [5/23/1994
No.509:
Ikoma, N.
Estimation for peak frequency of time varying power spectrum from nonstationary irregular vibration data. [5/17/1994]
No.508:
Aki, S. and Hirano, K.
Joint distributions of numbers of success-runs until the first consecutive {\em k} successes. [5/16/1994]
No.507:
Nakamura, N. and Konishi, S.
Estimation procedure for the number of components in a multivariate finite mixture model. [4/26/1994]
No.506:
Shoji, I. and Ozaki, T.
A multicountry comparison of the models of the short-term interest rates using the local linearization method. [4/21/1994]
No.505:
Shimizu, R. and Fujikoshi, Y.
An improvement on error bounds for asymptotic expansions of the distribution function of a scale mixture variate. [3/23/1994]
No.504:
Yoshida, N.
Malliavin calculus and asymptotic expansion for martingales. [3/22/1994]
No.503:
Ogata, Y.
Evaluation of Bayesian visualization models―Two computational methods. [3/15/1994]
No.502:
Honda, Masayuki(Chiba University Hospital) and Konishi, Sadanori
The effect of a shrinkage estimator on the linear discriminant function. [2/22/1994]
No.501:
Zhao, Y. and Konishi, S.
Limit distributions of multivariate kurtosis and moments under Scheiddegger-Watson distributions. [2/22/1994]
No.500:
Matsunawa, T. and Zhao, Y.
Specification of models for observations in multivariate cases. [2/21/1994]