{"created":"2023-05-15T14:47:06.533463+00:00","id":10835,"links":{},"metadata":{"_buckets":{"deposit":"bf811707-d1fd-4d60-a824-26dfe49a4aef"},"_deposit":{"created_by":11,"id":"10835","owners":[11],"pid":{"revision_id":0,"type":"depid","value":"10835"},"status":"published"},"_oai":{"id":"oai:ksu.repo.nii.ac.jp:00010835","sets":["14:6:1076"]},"author_link":["22677"],"control_number":"10835","item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2023-03","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"19","bibliographicPageStart":"1","bibliographicVolumeNumber":"10","bibliographic_titles":[{"bibliographic_title":"京都産業大学経済学レビュー","bibliographic_titleLang":"ja"},{"bibliographic_title":"KYOTO SANGYO UNIVERSITY ECONOMIC REVIEW","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"本論文はモデル不確実性下の線形回帰における回帰係数の信用集合と信頼集合の一致の可能性について検討する。Hjort and Claeskens (2003) により提案された局所特定化過誤の枠組みを一般化した回帰モデルにおいて、標準的な事前分布の仮定の下でのBernstein-von Mises 定理のバージョンを示す。さらに漸近的な情報行列等式を示し、最小二乗推定量のバイアスが標準誤差より大きい場合でさえ、回帰係数の信用集合と信頼集合は互いに近づくことを示す。モンテカルロ研究からは、いずれの集合も真値の被覆に失敗する状況でさえ、集合は互いに近づく可能性が示唆される。この結果は信用集合に信頼集合と同程度の長期的な被覆性質を持つとする解釈に正当化を与える。さらにこの結果は信用/信頼集合の計算に互いの計算手法を代替することの根拠を与え、特にブートストラップ信頼集合による信用集合の代用の妥当性を示唆する。","subitem_description_type":"Abstract"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"京都産業大学通信制大学院経済学研究会"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2188-0697","subitem_source_identifier_type":"EISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"吉村, 有博","creatorNameLang":"ja"},{"creatorName":"ヨシムラ, アリヒロ","creatorNameLang":"ja-Kana"},{"creatorName":"YOSHIMURA, Arihiro","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2023-03-24"}],"displaytype":"detail","filename":"KSUER_10_1.pdf","filesize":[{"value":"424.3 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KSUER_10_1.pdf","url":"https://ksu.repo.nii.ac.jp/record/10835/files/KSUER_10_1.pdf"},"version_id":"9a5e6f51-96c2-4612-9113-8f7e5dd6c9eb"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Bernstein-von Mises 定理","subitem_subject_scheme":"Other"},{"subitem_subject":"局所特定化過誤の枠組み","subitem_subject_scheme":"Other"},{"subitem_subject":"信用集合","subitem_subject_scheme":"Other"},{"subitem_subject":"ブートストラップ推測","subitem_subject_scheme":"Other"},{"subitem_subject":"情報行列等式","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"モデル不確実性下の線形回帰における信用集合と信頼集合の一致について","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"モデル不確実性下の線形回帰における信用集合と信頼集合の一致について","subitem_title_language":"ja"}]},"item_type_id":"10002","owner":"11","path":["1076"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-03-24"},"publish_date":"2023-03-24","publish_status":"0","recid":"10835","relation_version_is_last":true,"title":["モデル不確実性下の線形回帰における信用集合と信頼集合の一致について"],"weko_creator_id":"11","weko_shared_id":-1},"updated":"2024-04-05T06:14:57.172192+00:00"}