Nonparametric Approach for Non-Gaussian Vector Stationary Processes

AbstractSuppose that {z(t)} is a non-Gaussian vector stationary process with spectral density matrixf(λ). In this paper we consider the testing problemH:∫π−πK{f(λ)}dλ=cagainstA:∫π−πK{f(λ)}dλ≠c, whereK{·} is an appropriate function andcis a given constant. For this problem we propose a testTnbased on ∫π−πK{f(λ)}dλ=c, wheref(λ) is a nonparametric spectral estimator off(λ), and we define an efficacy ofTnunder a sequence of nonparametric contiguous alternatives. The efficacy usually depnds on the fourth-order cumulant spectraf4Zofz(t). If it does not depend onf4Z, we say thatTnis non-Gaussian robust. We will give sufficient conditions forTnto be non-Gaussian robust. Since our test setting is very wide we can apply the result to many problems in time series. We discuss interrelation analysis of the components of {z(t)} and eigenvalue analysis off(λ). The essential point of our approach is that we do not assume the parametric form off(λ). Also some numerical studies are given and they confirm the theoretical results

キョウクウキョウカ ニ セツジョ シタ キョウブ ジョウブ コウカン シンケイ ニ ユライ シタ シンケイ ショウシュ ノ 1レイ

A ２５-year-old male was referred to our hospital for a suspected enlargement of a mediastinal mass on chest radiograph. CT scan and MRI showed a smooth ３３×２７ mm left posterior mediastinal mass at the level of the first and second thoracic vertebrae, suggestive of ganglioneuroma or schwannoma. Although the patient was asymptomatic when referred, due to the possibility of becoming symptomatic, surgery was planned. Video-assisted thoracic surgery was performed. We diagnosed the mass as schwannoma from the second thoracic sympathetic ganglion, and resected the mass partly subcapsular to spare the sympathetic ganglion, but resected the nerve at the peripheral end of the ganglion. Pathology confirmed the mass as Antoni A type schwannoma, and no malignant cells were found. Slight left ptosis and left palmar hypohidrosis was noted after surgery, but improvement was seen １ year after surgery

Analysis of variance for multivariate time series

Open House, ISM in Tachikawa, 2018.6.15統計数理研究所オープンハウス（立川）、H30.6.15ポスター発

Optimal portfolios with end-of-period target

We study the estimation of optimal portfolios for a Reserve Fund with an end-of-period target and when the returns of the assets that constitute the Reserve Fund portfolio follow two specifications. In the first one, assets are split into short memory (bonds) and long memory (equity), and the optimality of the portfolio is based on maximizing the Sharpe ratio. In the second, returns follow a conditional heteroskedasticity autoregressive nonlinear model, and we study when the distribution of the innovation vector is heavy-tailed stable. For this specification, we consider appropriate estimation methods, which include bootstrap and empirical likelihood

Analysis of variance for high dimensional time series

Open House, ISM in National Center of Sciences Building, 2019.6.05統計数理研究所オープンハウス（学術総合センター）、R1.6.5ポスター発

von Recklinghausenビョウ ニ ガッペイ シタ シンケイ ショウシュナイ ニ ケイセイ サレタ カセイ ドウミャクリュウ カラ ノ シュッケツ ガ ゲンイン ト カンガエラレタ ケッキョウ ノ 1レイ

A ６２‐year‐old female with von Recklinghausen disease was referred to our hospital for left chest pain due to hemothorax and a heterogeneous mass in the posterior chest wall. The complete blood count and coagulation parameters were normal. A left chest tube was inserted, and approximately５００ml of hemorrhagic pleural effusion was drained. Computed tomography and magnetic resonance imaging revealed a tumor with hematoma and fatty degeneration and a pseudoaneurysm in the posterior portion of the fourth to seventh ribs. The tumor had not invaded the vertebral body and canal and other distant organs. Percutaneous needle biopsy of the tumor showed a schwannoma with no evidence of malignancy. Surgery was performed, and the tumor was resected in combination with the chest wall. Because of its course, the tumor was considered to be a schwannoma that originated from the intercostal nerves, and rapid pathological examination revealed no malignancy. The defect of the chest wall was reconstructed using DualMesh. The clinical course was satisfactory, and the patient was discharged １０ days after surgery. The pathological diagnosis was a benign schwannoma with hematoma and pseudoaneurysm, which was suspected to have caused the hemothorax

Paraaortic lymph node recurrence in lung SCC

Solitary abdominal paraaortic lymph node recurrence after radical lung cancer surgery is very rare. Here, we report a case of a solitary abdominal paraaortic lymph node recurrence of lung squamous cell carcinoma (SCC). A 63-year-old man was diagnosed with lung SCC (cT1cN0M0 stage IA3), underwent a video-assisted right lower lobectomy (ND2a-1), and the pathological findings showed SCC (pT1cN0M0 stage IA3). The EGFR mutation and ALK translocation statuses of SCC were negative, and adjuvant therapy was not performed. Follow-up positron emission tomography − computed tomography (PET/CT) showed a solitary fluorodeoxyglucose (FDG)- concentrated region in the swollen paraaortic lymph node. A paraaortic lymph node biopsy was performed by open laparotomy, to determine the precise diagnosis and identify the genetic status. Pathological findings revealed that the paraaortic lymph node contained poorly differentiated SCC, which was thought to metastasize from the lung cancer. The genetic status of the lymph node recurrence revealed a lack of EGFR mutations, ALK translocations, and ROS1 mutations, while the tumor proportion score (TPS) of PD-L1 was 55%, and we therefore administered pembrolizumab, an immune checkpoint inhibitor. Biopsies are very important for achieving precise diagnoses and determining the genetic statuses of tumors, since molecular-targeting drugs and immune checkpoint inhibitors are available