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2018  WeiSSVM model and its applications to cylindrical data  単独  2018/12 
11th International Conference of the ERCIM Working Group on Computational and Methodological Statistics  , Econometrics and Statistics   

概要(Abstract)  

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2018  Recent cylindrical models and their application to tree data set  単独  2018/11 
融合する統計科学   

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2018  多変量歪正規分布における単純なアルゴリズムによるパラメータ推定  単独  2018/09 
2018年度統計関連学会連合大会   

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2018  Models for cylindrical data and their applications  単独  2018/06 
The 2nd International Conference on Econometrics and Statistics (EcoSta 2018)  , Econometrics and Statistics   

概要(Abstract) Recent cylindrical models are reviewed. The WeiSSVM model has numerous good properties, such as simple normalizing constant and hence very tractable density, parameter-parsimony and interpretability, maximum entropy characterization, good circular-linear dependence structure, easy random number generation thanks to known marginal/conditional distributions, and flexibility illustrated via excellent fitting abilities. We also review some other related models. As an illustrative example, some of the models are applied in analyses of cylindrical data set. 

備考(Remarks)  

2018  A cylindrical distribution whose linear part is heavy-tailed  共同  2018/06 
The 2nd International Conference on Econometrics and Statistics (EcoSta 2018)  , Econometrics and Statistics   

概要(Abstract) There exist many examples of heavy-tailed phenomena such as insurance losses and returns in financial data, heavy-precipitation data, and heavy burst of teletransmission and Internet activity. Potential applications are combinations of linear and circular data through 24-hours clock for example as the circular part. If the cylindrical distributions whose linear parts can model only light-tailedness are applied to such data, the estimation and test may be biased by linear large observations, and it leads to wrong results. We propose a cylindrical distribution heavy-tailed for the linear part through a generalized Gamma mixture of Abe-Ley distribution whose linear part is related to a Weibull distribution. The conditional distribution of the linear variable given circular variable is a generalized Pareto distribution and therefore, it might not have any conditional moments, but the mode and median are expressed by closed forms. As an illustrative example, we fit the proposed distribution with likelihood techniques to earthquake data, which consists of the turning angles for epicenters and magnitude during 72 hours before the 2011 Great East Japan Earthquake, and compare the result with those by other cylindrical distributions each of whose linear part model only light-tailedness. 

備考(Remarks)  

2017  A flexible cylindrical model as a combination of the Weibull and SSVM distributions for cylindrical data  単独  2017/6 
Advances in Directional Statistics (ADISTA17)   

概要(Abstract) We consider a cylindrical model obtained by combining the sine-skewed von Mises distribution with the Weibull distribution. Our proposed model, WeiSSVM model, has numerous good properties such as, simple normalizing constant and hence very tractable density, parameter-parsimony and interpretability, maximum entropy characterization, good circular-linear dependence structure, easy random number generation thanks to known marginal/conditional distributions, and flexibility illustrated via excellent fitting abilities. As an illustrative example, our model is applied in analyses of blue periwinkle data set.  

備考(Remarks)  

2017  Asymptotically optimal inference for two modal concentration of antipodally symmetric circular distributions  共同  2017/6 
The 1st International Conference on Econometrics and Statistics (EcoSta 2017)   

概要(Abstract) In this talk, the optimal asymptotic inference for antipodal symmetry, using a family of bimodal distributions on the circle, is considered when the center direction of symmetry is specified. To adapt the Le Cam theory, we consider the reparameterization of the existing cosine perturbed bimodal models on the circle.
The properties of the uniform local asymptotic normality (ULAN) for the cosine perturbed models are described.
Finally, as an illustrative example, our developed tests are applied to the movements of 76 female turtles.  

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2017  Bayesian estimation for the inverse Batschelet distributions on the circle  共同  2017/6 
The 1st International Conference on Econometrics and Statistics (EcoSta 2017)   

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2017  Circular time series and statistical inference  単独  2017/6 
The 1st International Conference on Econometrics and Statistics (EcoSta 2017)  , Toshihiro Abe   

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2017  On transformation of scale distributions on the circle with mode and antimode preserving property  共同  2017/12 
10th International Conference of the ERCIM Working Group on Computational and Methodological Statistics  , Econometrics and Statistics  , 114   

概要(Abstract)  

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