HAYAKAWA Takeshi 早川毅

… Alternative Names

TAYAKAWA T. 早川毅

Less

Researcher Number	00000183
Other IDs
Affiliation (based on the past Project Information) *help	2003 – 2004: 富士大学, 大学院・経済・経営システム研究科, 教授 2002: 一橋大学, 大学院・経済学研究科, 教授 1987 – 1991: 一橋大学, 経済学部, 教授 1989: Hitotsubashi University, Department of Economics Professor
Review Section/Research Field	Principal Investigator 統計学 / Economic statistics Except Principal Investigator Economic statistics / 統計学
Keywords	Principal Investigator 尤度比規準 / Discriminant analysis / Likelihood ratio criterion / Langevin population / Robustness / Langevin分布 / Rao statistic / Plug-in statistic / Misclassification / Watson statistic … More / Wald statistic / 固有値 / F-集団 / Elliptical母集団 / 改良Wald統計量 / 検出力 / 誤判別確率 / Rao統計量 / Plug-In統計量 / Wald統計量 / Langerin分布 / 不変多項式 / Zonal多項式 / 誤判別率 / 判別関数 / Rau統計量 / Watson統計量 / Laugevin分析 / Principal component / Asymptotic form / Homogeneity / concentration parameter / 双曲型分布 / 回帰分析 / 固有値,vectr / 尤度比判別関数 / Langeuin分布 / Longevin分布 / 漸近展開 / 等値性検定 / 尤度el規準 / 集中度母数 / Elliptical分布 / ワールド統計量 / ラオ統計量 / ワトソン統計量 / 中心極限定理 / 漸近分布 / ランジュバン分布 … More Except Principal Investigator Simulation / Financial series / Wavelet / Structural change / Mathematical finance / Finance / Statistical theory / Time series analysis / ワルド検定 / 長期因果性 / 漸近展開 / 権利行使価格 / バリアー・オプション / 裁定価格理論 / Wald検定 / デリバティブ / バリュー・アット・リスク / 信用スプレッド / MCMC手法 / 非定常VARモデル / 共和分 / シミュレーション / 金融時系列 / ウェーブレット / 構造変化 / 数理ファイナンス / ファイナンス / 統計理論 / 時系列分析 / 経済経営分析 / 予測 / 意思決定分析 / 事前分布 / 主観確率 / ベイズ統計学 Less

Research on Statistical Theory and Time Series Analysis for Mathematical Finance
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
On the discrimination, regression and principal component analysis on the hypersphere and graphical analysisPrincipal Investigator
- Principal Investigator
  
  TAYAKAWA T.
- Project Period (FY)
  1990 – 1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
ベイズ統計学と経済経営分析
- Principal Investigator
  
  鈴木雪夫
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  The University of Tokyo
Distribution problem of discriminant and regression analysis for directional dataPrincipal Investigator
- Principal Investigator
  
  HAYAKAWA Takesi
- Project Period (FY)
  1988 – 1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  HITOTSUBASHI UNIVERSITY
方向性を持つ統計データに関する分布理論の精密化とその評価Principal Investigator
- Principal Investigator
  
  早川毅
- Project Period (FY)
  1987
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Hitotsubashi University

All 2003 2002

All Journal Article

[Journal Article] Asymptotic Expansion of Asymptotic Distribution of Posterior Distribution of a Certain Statistic(in Japanese)2003
- Author(s)
  Takeshi Hayakawa
- Journal Title
  
  Research Institute of Mathematical Sciences, Kyoto University, Research Memorandum in Asymptotic Statistical Theory 1308
  
  Pages: 20-28
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] ある種の統計量の事後分布の漸近分布の漸近展開について2003
- Author(s)
  早川毅
- Journal Title
  
  京都大学数理解析研究所講究録「漸近的統計理論」 1308
  
  Pages: 20-28
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Independence of Likelihood Ratio Criterion for Homogeniety of Several Populations2002
- Author(s)
  早川毅
- Journal Title
  
  Annals of the Institute of Statistical Mathematics 54
  
  Pages: 918-933
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Independence of Likelihood Ratio Criterion of Homogeniety of Several Populations2002
- Author(s)
  Takeshi Hayakawa
- Journal Title
  
  Annals of the Institute of Statistical Mathematics 54
  
  Pages: 918-933
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003

1. 鈴木雪夫 (40012108)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. 国友直人 (10153313)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 松原望 (20000185)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 竹内啓 (20012114)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 赤池弘次 (70000180)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. YAMAMOTO Taku (50104716)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. TAKAHASHI Hajime (70154838)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. SHIBA Tsunemasa (90187386)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. TANAKA Katsuto (40126595)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. KUWANA Yoichi (30272769)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. 黒住英司 (00332643)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

HAYAKAWA Takeshi 早川 毅

TAYAKAWA T. 早川 毅

Research Projects

Research Products

Co-Researchers

Research on Statistical Theory and Time Series Analysis for Mathematical Finance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

On the discrimination, regression and principal component analysis on the hypersphere and graphical analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

ベイズ統計学と経済経営分析

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Distribution problem of discriminant and regression analysis for directional dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

方向性を持つ統計データに関する分布理論の精密化とその評価Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Asymptotic Expansion of Asymptotic Distribution of Posterior Distribution of a Certain Statistic(in Japanese)2003

Author(s)

Journal Title

Description

Data Source

[Journal Article] ある種の統計量の事後分布の漸近分布の漸近展開について2003

Author(s)

Journal Title

Description

Data Source

[Journal Article] Independence of Likelihood Ratio Criterion for Homogeniety of Several Populations2002

Author(s)

Journal Title

Description

Data Source

[Journal Article] Independence of Likelihood Ratio Criterion of Homogeniety of Several Populations2002

Author(s)

Journal Title

Description

Data Source

HAYAKAWA Takeshi 早川毅

TAYAKAWA T. 早川毅