Kernel density estimation on the interval

In the field of data analysis, including environmental data, it is important to know the shape of underlying density function. In this case, we often use histogram which provides an information about the board line of density's curve. However histogram can not be the best method when the true density function is continuous, as is often the cases. On the other hand, kernel density estimator is another popular one which gives a continuous function. In some practical cases, however, there is a case that some knowledges about the range of the data are previously given. For instance, data of percentage, such as mortality rate, only takes the values on [0,1]. This paper considers two different modifications in kernel density estimator for the data on known interval and compares them

Socially Responsible Investment to Japanese Companies

Recently, Socially Responsible Investment, which is a policy of investment regarding with companies' social, environmental and moral value, attracts attention of investors. However, there are little data to explain the effectiveness of the SIR in Japan. In this paper we report the relation between environmental management and stock price of Japanese companies

Validation of Dollar cost averaging investment method

As a method of long term investment for private investor, the dollar cost averaging investment method is well known and seems to reduce the purchase cost because we purchase risk assets with same amount of monye every month, then we purchase many assets when the price of assets is low and few assets when the price is high. On the other hand, if the expectation of the return of the risk assets is positive, we have the maximum expectation of return when we purchase the risk assets with all of money to invest. To reduce the risk of investment, diversified investments are effective. However question whehter we use the dollar cost averaging investment method or investe money all at once to well-diversified risk assets remains. In this study, we validate the effecte of the ddollar cost averaging investment method by Monte Carlo simulation

Numerical Evaluation of the Approximation by an Influence Function

For evaluating statistical models one of the most effective criteria is cross-validation. But it requires a large amount of computation. Various alternative schemes are considered to reduce its computation. Modified generalized information criterion is one of those alternative schemes. In this criterion an influence function is used to estimate the parameters of the models. By the numerical simulation we studied the effect of an influence function.　 Surveying data of the lake depth are used as the sample data. We estimate the shape of lake bottom as spline surface. The estimated parameters and the estimated depths obtained by two criteria are compared and the effect of an information function is analysed

Variable selection besed on global score estimation and its numerical investigation

A variable selection method using global score estimation is proposed, which is applicable as a selection criterion in any multivariate method without external variables such as principal component analysis. This method selects a reasonable subset of variables so that the global scores, e.g. principal component scores, which are computed based on the selected variables, approximate the original global scores as well as possible in the context of the least squares. Three computational steps are proposed to estimate the scores according to how to satisfy the restriction that the estimated global scores are mutually uncorrelated. Three different examples are analyzed to demonstrate the performance and usefulness of the proposed method numerically, in which three steps are evaluated and the results obtained using four cost-saving selection procedures are compared

Statistical modeling for analysis of malaria epidemic behavior at Ishigaki Island

It is necessary to consider a stochastic variability in modeling malaria epidemic behavior since the　malaria infection cycle essentially depends on stochastic elements. For this requirement, we need to construct an appropriate statistical model from available data in advance. In this report, we provide some statistical models for the analysis of malaria epidemic behavior at Ishigaki Island. These models can be used for recurrence of past malaria epidemic and prediction of future malaria epidemic at Ishigaki Island

The limiting normality of the test statistic for the two-sample problem induced by a convex sum distance

Convex sum distance, transposition property, limiting normality,

Adjusting estimative prediction limits

This note presents a direct adjustment of the estimative prediction limit to reduce the coverage error from a target value to third-order accuracy. The adjustment is asymptotically equivalent to those of Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998). It has a simpler form with a plug-in estimator of the coverage probability of the estimative limit at the target value. Copyright 2007, Oxford University Press.