Model selection for Lévy measures in diffusion processes with jumps from discrete observations

We deal with parametric inference and selection problems for jump components in discretely observed diffusion processes with jumps. We prepare several competing parametric models for the Lévy measure that might be misspecified, and select the best model from the aspect of information criteria. We construct quasi-information criteria (QIC), which are approximations of the information criteria based on continuous observations.     

The Influence of Maternal Socialization on Infants’ Social Evaluation in Two Cultures

Although a growing body of research has explored the early development of social evaluation, no research has directly compared social evaluations of infants between different cultures. In addition, there has been little understanding regarding socialization's effects on this ability. The goal of this study was to expand on earlier findings on social evaluation in infants by investigating a broader sample from two cultures, and to explore the influence of maternal socialization on infants’ social evaluation. Using the violation of expectations and the preferential reaching paradigm, four groups aged 6‐, 9‐, 12‐, and 15–18 months and their mothers from Japan and the United States (159 dyads) were compared in terms of spontaneous social evaluations. Japanese and European American infants showed similar performance in dishabituation to the inconsistent behavior and in their reaching preference for prosocial over antisocial agents, indicating that the emergence of spontaneous social evaluation is not culture‐specific. Furthermore, our study provides a novel finding regarding the relationship between mothers’ socially evaluative speech and infants’ preference for prosocial over antisocial agents. These results suggest that the development of sociomoral understanding results from complicated interactions among evolutionary, cognitive, and social factors.     

Threshold Estimation for Stochastic Processes with Small Noise

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent but numerically unstable in the sense of large standard deviations under finite samples when the noise process has jumps. We propose a filter to cut large shocks from data and construct the same LSE from data selected by the filter. The proposed estimator can be asymptotically equivalent to the usual LSE, whose asymptotic distribution strongly depends on the noise process. However, in numerical study, it looked asymptotically normal in an example where filter was chosen suitably, and the noise was a Lévy process. We will try to justify this phenomenon mathematically, under certain restricted assumptions.     

Uniformly minimum variance unbiased estimation in lognormal and related distributions

The uniformly mimimum variance unbiased estimators and their variances from independent samples of lognormal distributions are concisely expressed using the hypergeometric functions     

"Occupation" and the Movement of People within the Japanese Empire: An Exploration of Migration between the Japanese Southern Frontier and Colonial Taiwan, the 1920s−1930s

Abstract:  Although there have been few studies on Yaeyama (the southern end of Ryukyu Archipelago) locals' migration during the pre Asia-Pacific period, a significant number of people went from there to colonial Taiwan, in particular during the 1920s and 1930s. In this paper, I discuss why many locals of Yaeyama worked in colonial Taiwan by analysing narratives of former migrants in autobiographies and my own interview research. First, this paper demonstrates how Yaeyama locals' attitudes to "work" and "occupation" were converted into more modern attitudes between the 1900s and the 1920s. Yaeyama locals often mention there being "no jobs" in their home islands, which justified their decision to go to Taiwan; but the discourse of "unemployment" should not be understood as a mere reflection of Yaeyama's economic condition, but also as a mark of change in people's attitude to the world. Since "work" and "occupation" are not just a matter of economic necessity, it could be said that Yaeyama locals searched for jobs in Taiwan not strictly in terms of economic profitability. Yaeyama locals went to colonial Taiwan, in search of "employment"; this action was closely associated with a financial motive, but it also implies development of self-worth as a social being. Although Yaeyama locals in Taiwan sometimes suffered ethnic discrimination from Japan proper, they were usually treated better than Taiwanese; Colonial Taiwan was an attractive destination to Yaeyama locals not only because Taiwan was more affluent and modernized, but also there were more opportunities for them to achieve social promotion in the context of the Japanese Empire.     

On umvu estimators for the multivariate lognormal distribution and their variances

Uniformly minimum variance unbiased estimators of several parameters of the multivariate lognormal distribution are expressed by using the hypergeometric functions of matrix argument. And the variances are given in special cases.     

关于民族认同变化的研究——以云南楚雄地区白族和汉族的关系为例

大理历来有吸收外地文化创造自己地方文化的传统.对异文化持开放态度,通过与外来文化的接触和交流来突破原有文化的范围,并充实和丰富自己的传统文化是大理文化的特点.大理研究对了解中国的民族状况、历史与文化具有重要意义.云南部分白族先民被汉族同化,这是众所周知的史实.可是对于这种民族融合在何时、何地、在何种条件下发生等问题,很少有民族学家具体而细致地研究过.通过在云南楚雄市子午镇、东华镇,南华县雨露乡进行的田野调查,对当地人民族认同的各种说法、风俗、火葬墓、梵文碑、有关祖先原籍的记载进行分析,依据这些调查和史料,探索白族民族认同变化的条件.并提出现在楚雄地区的部分汉族可能是过去的白族先民"僰人"的观点.     

Korean residents in Japan during the second world war: Official reports on rumours and public feeling

The article identifies some of the ways in which the ‘Victorian Gypsy’ was constructed by a group of authors known as Gypsy lorists, and develops reading strategies that highlight the politics of their writing, in particular using Jacques Derrida's theorisation of the archive. For the Victorians, it seemed that the Gypsy way of life would soon die out. The Gypsies' apparently imminent disappearance marks their world as delicate, natural and formerly pure. However, the structure of the archive means that the lorists' attempts to preserve their version of Gypsy culture are threatened from within: they hasten the forgetting of that which they would conserve and archivally silence Gypsy voices with their own. Claims of extinction have evidently been disproved, however, and new archives successfully augment what the lorists considered to be the last word on Gypsies in Britain.     

The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables

We consider a linear regression model when some independent variables are unobservable, but proxy variables are available instead of them. We derive the distribution and density functions of a pre-test estimator of the error variance after a pre-test for the null hypothesis that the coefficients for the unobservable variables are zeros. Based on the density function, we show that when the critical value of the pre-test is unity, the coverage probability in the interval estimation of the error variance is maximum.     

Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition

Fundamental frequency (F0) patterns, which indicate the vibration frequency of vocal cords, reflect the developmental changes in infant spoken language. In previous studies of developmental psychology, however, F0 patterns were manually classified into subjectively specified categories. Furthermore, since F0 has sequential missing and indicates a mean nonstationarity, classification that employs subsequent partition and conventional discriminant analysis based on stationary and local stationary processes is considered inadequate. Consequently, we propose a classification method based on discriminant analysis of time series data with mean nonstationarity and sequential missing, and a measurement technique for investigating the configuration similarities for classification. Using our proposed procedures, we analyse a longitudinal database of recorded conversations between infants and parents over a five-year period. Various F0 patterns were automatically classified into appropriate pattern groups, and the classification similarities calculated. These similarities gradually decreased with infant’s monthly age until a large change occurred around 20 months. The results suggest that our proposed methods are useful for analysing large-scale data and can contribute to studies of infant spoken language acquisition.