{"created":"2021-03-01T07:02:45.516586+00:00","id":42819,"links":{},"metadata":{"_buckets":{"deposit":"1d6ae0ab-9dd1-461f-92c1-ff166e064331"},"_deposit":{"id":"42819","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42819"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042819","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-04","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-798","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"A smoothing spline is considered to propose a novel model for the stochastic quantile of the univariate time series using a state space approach. A correlation is further incorporated between the dependent variable and its one-step-ahead quantile. Using a Bayesian approach, an efficient Markov chain Monte Carlo algorithm is described where we use the multi-move sampler, which generates simultaneously latent stochastic quantiles. Numerical examples are provided to show its high sampling efficiency in comparison with the simple algorithm that generates one latent quantile at a time given other latent quantiles. Furthermore, using Japanese inflation rate data, an empirical analysis is provided with the model comparison.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2011/2011cf798ab.html","subitem_relation_type_select":"URI"}}]},"item_8_relation_28":{"attribute_name":"置換する","attribute_value_mlt":[{"subitem_relation_type":"replaces","subitem_relation_type_id":{"subitem_relation_type_id_text":"http://hdl.handle.net/2261/51495","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Graduate School of Economics, University of Tokyo"},{"subitem_text_value":"Faculty of Economics, University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kurose, Yuta"}],"nameIdentifiers":[{"nameIdentifier":"98447","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Omori, Yasuhiro"}],"nameIdentifiers":[{"nameIdentifier":"98448","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Asymmetric Laplace distribution","subitem_subject_scheme":"Other"},{"subitem_subject":"Markov chain Monte Carlo","subitem_subject_scheme":"Other"},{"subitem_subject":"multi-move sampler","subitem_subject_scheme":"Other"},{"subitem_subject":"smoothing spline","subitem_subject_scheme":"Other"},{"subitem_subject":"state space approach","subitem_subject_scheme":"Other"},{"subitem_subject":"stochastic quantile","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42819","relation_version_is_last":true,"title":["Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:59.619401+00:00"}