Conference on Nonparametric and Semiparametric Statistics

Date: March 26 - 27, 2005
Place: The Institute of Statistical Mathematics, Tokyo, Japan

Sponsorship
The Institute of Statistical Mathematics (Cooperative Research Program)
Kyoto University, Institute of Economic Research (21st Century COE Program)

Program [ English | Japanese ] (Last update; March 12, 2005)
An * indicates who appears as a paper presenter.


Saturday Mar. 26
09:30-09:50 Registration
09:50-10:00 Opening Address    Yoshihiko Nishiyama (Kyoto University)
Session 1 Chair: Yoshihiko Nishiyama (Kyoto University)
10:00-11:00
Invited Talk 1
Calculation of the Asymptotic Distribution of Semiparametric M-Estimators
Hidehiko Ichimura* (University College London)
Sokbae Lee (University College London)
11:00-11:30
A Paradox of Semiparametric Estimators with Infinite Dimensional Nuisance Parameters
Kohtaro Hitomi* (Kyoto Institute of Technology)
Yoshihiko Nishiyama (Kyoto University)
11:30-12:00
Introduction to Dimension Reduction Paradigm
Hakbae Lee (Yonsei University)
12:00-13:30 Lunch Break
Session 2 Chair: Keiji Nagai (Yokohama National University)
13:30-14:30
Invited Talk 2
Large Sample Approximation of the Distribution for Convex-Hull Estimators of Boundaries
Seok-Oh Jeong (Universite Catholique de Louvain)
Byeong Uk Park* (Seoul National University)
14:30-15:00
Asymptotic Representation of Ratio Statistics and Their Mean Squared Errors
Yoshihiko Maesono (Kyushu University)
15:00-15:10 Short Break
Session 3 Chair: Atsuyuki Kogure (Keio University)
15:10-15:40
Unit Root Test and Sequential Estimation of Autoregressive Parameter with Conditionally
Heteroskedastic Errors
Keiji Nagai* (Yokohama National University)
Yosuke Takahashi (Yokohama National University)
15:40-16:10
Nonparametric Test for Causality up to K-th Moment
Yoshihiko Nishiyama* (Kyoto University)
Kohtaro Hitomi (Kyoto Institute of Technology)
Yoshinori Kawasaki (The Inst. of Statist. Math.)
16:10-16:40
Asymptotic and Qualitative Performance of Nonparametric Density Estimators:
A Comparative Study
Teruko Takada (Osaka City University)
16:40-16:50 Short Break
Session 4 Chair: Yoshinori Kawasaki (The Inst. of Statist. Math.)
16:50-17:20
Nonparametric Kernel Regression for Multinomial Data
Hidenori Okumura* (Chugoku Junior College)
Kanta Naito (Shimane University)
17:20-18:20
Invited Talk 3
'Universal' Induction without Preprocessing Data: Beyond Newtonian Deduction
Based Paradigm
Kunio Tanabe (The Inst. of Statist. Math.)
18:20- Reception (at Room No. 254 in the conference venue)

Sunday Mar. 27
Session 5 Chair: Masahiko Sagae (Gifu University)
10:00-10:30
Nonparametric Methods of Estimating Integrated Multivariate Volatilities
Toshiya Hoshikawa* (Yokohama National University)
Keiji Nagai (Yokohama National University)
Yoshihiko Nishiyama (Kyoto University)
10:30-11:00
Prediction of Survival Times Using Gene Expression Profile
Choongrak Kim (Pusan National University)
11:00-11:30
A Duration Analysis of Hair Salon Consumers' Behavior
Yoko Konishi (Japan Society for the Promotion of Science)
11:30-12:00
Local Moment Modeling for Parametric Estimation
Atsuyuki Kogure* (Keio University)
Masahiko Sagae (Gifu University)
12:00-13:30 Lunch Break
Session 6 Chair: Hidenori Okumura (Chugoku Junior College)
All the talks in this session will be given in Japanese.
13:30-14:00
Diagnosing Non-linear Regression Structure with Power-Additive Smoothing Splines
Wataru Sakamoto (Osaka University)
14:00-14:30
Functional Principal Component Analysis via Regularized Basis Expansions
Mitsunori Kayano* (Kyushu University)
Yuko Araki (Kyushu University)
Sadanori Konishi (Kyushu University)
14:30-15:00
Functional Data Analysis by Wavelets
Toru Fujii* (Kyushu University)
Sadanori Konishi (Kyushu University)
15:00-15:30
Bootstrapped Plug-in Bandwidth Selections for Kernel Density Estimates
Masahiko Sagae (Gifu University)
Keiko Yamamoto* (Gifu University)
Yoshihiko Nishiyama (Kyoto University)
15:30-15:35 Closing     Masahiko Sagae (Gifu University)