SAKAMOTO YUUJI 阪本雄二

… Alternative Names

SAKAMOTO Yuji 阪本雄二

阪本雄二サカモトユウジ

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Researcher Number	70215664
Other IDs
External Links
Affiliation (Current)	2025: 神戸大学, 人間発達環境学研究科, 准教授
Affiliation (based on the past Project Information) *help	2007 – 2013: Kobe University, 人間発達環境学研究科, 准教授 2006: 広島国際大学, 心理科学部, 助教授 2003 – 2005: 広島国際大学, 人間環境学部, 助教授 1998 – 1999: 名古屋大学, 工学研究科, 助手 1994 – 1996: 名古屋大学, 工学部, 助手
Review Section/Research Field	Principal Investigator Statistical science / Statistical science Except Principal Investigator 解析学
Keywords	Principal Investigator 漸近展開 / M推定量 / 拡散過程 / 確率過程 / Discriminant Analysis / Shrinkage Estimator / degeneracy / M-estimator / Markovian Process / Asymptotic Expansion … More / Diffusion Process / マルコフ過程 / 展開公式 / マリアバン解析 / ウィナー汎関数 / 判別分析 / 縮小推定量 / 退化成分 / マルコフ課程 / 拡散課程 / 保険数理モデル / フィルタリング / 頑健性 / 構造方程式モデル / 定常過程の推定 / 逐次アルゴリズム / 最良線形予測 / 散漫初期化 / 状態空間モデル / 損害保険数理 / 高精度確率近似 / 多重検定 / 保険数理 / 統計的漸近理論 / キュミュラント推定 / Wang変換 / 裾確率評価 / 点過程 / ファイナンス統計 / 漸近理論 / クレーム過程 / マーク付き点過程 / 数理ファイナンス / モデル選択 / 時系列解析 / 統計的推測 / 漸近有効性 / マルチンゲール / 強混合マルコフ過程 / モンテカルロシミュレーション / エッジワ-ス展開 / 正規化変換 / ベータ2項分布 / ブートストラップ法 … More Except Principal Investigator 渦輪の合体 / 渦線の切り繋ぎ現象 / 渦音 / 並列ベクトル計算 / 渦度-ベクトルポテンシャル法 / 渦度方程式 / 帯電した界面 / 非線形ダイナミックス / 3次元化されたBirkoff-Rottの式 / 特異性の発現 / 形の発展 / 渦面の形 Less

Statistical Asymptotic Theory for Stochastic Processes and Its Application to Actuarial SciencePrincipal Investigator
- Principal Investigator
  
  SAKAMOTO Yuji
- Project Period (FY)
  2010 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Kobe University
Statistical asymptotic theory for stochastic processes And its computer implementationPrincipal Investigator
- Principal Investigator
  
  SAKAMOTO Yuji
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Kobe University
  Hiroshima International University
Theory of Statistical Inference for Stochastic Processes and its Application to Mathematical FinancePrincipal Investigator
- Principal Investigator
  
  SAKAMOTO Yuji
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Hiroshima International University
拡散過程に対する漸近理論とその応用Principal Investigator
- Principal Investigator
  
  阪本雄二
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Statistical science
- Research Institution
  Nagoya University
渦度方程式に従う局在渦の時間発展
- Principal Investigator
  
  石井克哉
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Nagoya University
流体中の不連続面の形の発展に関する解析的及び数値的研究
- Principal Investigator
  
  金田行雄
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Nagoya University
ブートストラップ信頼区間の原理とその応用に関する研究Principal Investigator
- Principal Investigator
  
  阪本雄二
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Statistical science
- Research Institution
  Nagoya University

All 2010 2008 2004 2003 Other

All Journal Article

[Journal Article] Asymptotic Expansion for Functionals of a Marked Point Process.2010
- Author(s)
  Sakamoto,Y., Yoshida,N.
- Journal Title
  
  Communications in Statistics. vol.39
  
  Pages: 1449-1465
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18500219
[Journal Article] Asymptotic Expansion for Functionals of a Marked Point Process2010
- Author(s)
  Sakamoto, Y., Yoshida, N.
- Journal Title
  
  Communications in Statistics 39
  
  Pages: 1449-1465
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18500219
[Journal Article] Asymptotic Expansion for Stochastic Processes2008
- Author(s)
  Sakamoto, Y, Yoshida, N.
- Journal Title
  
  Journal of Japan Statistical Society 38
  
  Pages: 173-185
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18500219
[Journal Article] Asymptotic Expansion for Stochastic Processes2008
- Author(s)
  Sakamoto, Y. and Yoshida, N.
- Journal Title
  
  Journal of Japan Statistical Society vol.38
  
  Pages: 173-185
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18500219
[Journal Article] Asymptotic Expansion for Stochastic Processes2008
- Author(s)
  Sakamoto, Y., Yoshida, N.
- Journal Title
  
  Journal of Japan Statistical Society vol.3
  
  Pages: 173-185
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18500219
[Journal Article] Asymptotic Expansion Formulas for Functionals of ε-Markov Processes with a Mixing Property2004
- Author(s)
  Sakamoto, Y.
- Journal Title
  
  Ann. Inst. Statist. Math. 56・3
  
  Pages: 545-597
- NAID
  40006433092
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Asymptotic Expansion Formulas for Functionals of e-Markov Processes with a Mixing Property2004
- Author(s)
  Sakamoto, Y.
- Journal Title
  
  Ann.Inst.Statist.Math. 56-3
  
  Pages: 545-597
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Expansions of the Coverage Probabilitiesof Prediction Region Based on a Shrinkage Estimator2004
- Author(s)
  Sakamoto, Y., Takada, Y., Yoshida N
- Journal Title
  
  Statistics 38
  
  Pages: 381-390
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Expansions of the Coverage Probabilitiesof Prediction Region Based on a Shrinkage Estimator2004
- Author(s)
  Sakamoto, Y.
- Journal Title
  
  Statistics 38
  
  Pages: 381-390
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Expansions of the Coverage Probabilities of Prediction Region Based on a Shrinkage Estimator2004
- Author(s)
  Sakamoto, Y.
- Journal Title
  
  Statistics 38
  
  Pages: 381-390
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Asymptotic Expansion Formulas for Functionals of ε-Markoy Processes with a Mixing Property2004
- Author(s)
  Sakamoto, Y., Yoshida, N.
- Journal Title
  
  Ann.Inst.Statist.Math. 56-3
  
  Pages: 545-597
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Asymptotic Expansion under degeneracy2003
- Author(s)
  Sakamoto, Y.
- Journal Title
  
  Journal of Japan Statistical Society 33-2
  
  Pages: 145-156
- NAID
  110003144460
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Asymptotic Expansion under degeneracy2003
- Author(s)
  Sakamoto, Y.
- Journal Title
  
  Journal of Japan Statistical Society 33・2
  
  Pages: 145-156
- NAID
  110003144460
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15500192
[Journal Article] Third-orderasymptotic expansion of M-estimators for diffusion processes
- Author(s)
  Sakamoto, Y. and Yoshida, N.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics (掲載予定)
  
  Pages: 2009-2009
- NAID
  40016772332
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18500219

1. 金田行雄 (10107691)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. 石井克哉 (60134441)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. 福本康秀 (30192727)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 小薗英雄 (00195728)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 加藤義夫 (70023968)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 大原義郎 (20023294)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

SAKAMOTO YUUJI 阪本 雄二

SAKAMOTO Yuji 阪本 雄二

阪本 雄二 サカモト ユウジ

Research Projects

Research Products

Co-Researchers

Statistical Asymptotic Theory for Stochastic Processes and Its Application to Actuarial SciencePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Statistical asymptotic theory for stochastic processes And its computer implementationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theory of Statistical Inference for Stochastic Processes and its Application to Mathematical FinancePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

拡散過程に対する漸近理論とその応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

渦度方程式に従う局在渦の時間発展

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

流体中の不連続面の形の発展に関する解析的及び数値的研究

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

ブートストラップ信頼区間の原理とその応用に関する研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Asymptotic Expansion for Functionals of a Marked Point Process.2010

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotic Expansion for Functionals of a Marked Point Process2010

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotic Expansion for Stochastic Processes2008

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotic Expansion for Stochastic Processes2008

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotic Expansion for Stochastic Processes2008

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotic Expansion Formulas for Functionals of ε-Markov Processes with a Mixing Property2004

Author(s)

Journal Title

NAID

Description

Data Source

[Journal Article] Asymptotic Expansion Formulas for Functionals of e-Markov Processes with a Mixing Property2004

Author(s)

Journal Title

Description

Data Source

[Journal Article] Expansions of the Coverage Probabilitiesof Prediction Region Based on a Shrinkage Estimator2004

SAKAMOTO YUUJI 阪本雄二

SAKAMOTO Yuji 阪本雄二

阪本雄二サカモトユウジ