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A study of statistical inference in multivariate nonnormal models

Research Project

Project/Area Number 05452014
Research Category

Grant-in-Aid for General Scientific Research (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionHIROSHIMA,UNIVERSITY

Principal Investigator

FUJIKOSHI Yasunoro  Hiroshima Univ., Mathematics, Professor, 理学部, 教授 (40033849)

Co-Investigator(Kenkyū-buntansha) TAKENAKA Shigeo  Hiroshima Univ., Associate Professor, 理学部, 助教授 (80022680)
KUBO Izumi  Hiroshima Univ., Professor, 理学部, 教授 (70022621)
WATAMORI Yoko  Hiroshima Univ., Research Assistant, 理学部, 助手 (70240538)
FUJIOKA Teruo  Hiroshima Univ., Research Assistant, 理学部, 助手 (50221544)
SASABUCHI Syoichi  Hiroshima Univ., Mathematics, Associate Professor, 理学部, 助教授 (20128028)
草野 尚  広島大学, 理学部, 教授 (70033868)
Project Period (FY) 1993 – 1994
Project Status Completed (Fiscal Year 1994)
Budget Amount *help
¥5,600,000 (Direct Cost: ¥5,600,000)
Fiscal Year 1994: ¥2,500,000 (Direct Cost: ¥2,500,000)
Fiscal Year 1993: ¥3,100,000 (Direct Cost: ¥3,100,000)
KeywordsMultivariate nonnormal models / Statistical inference / Multivariate analusis of variance / Canonical correlation model / Lagevin distribution / Inequality restriction / Semi-parametric regression model / Robustness / セミパラメトリック回帰モデル / 多変量1元配置モデル / 回帰モデル / ノンパラメトリック推定 / ロバスト推定 / 経時データ解析
Research Abstract

Research results of this projects can be divided roughly into the following three categories :
1. First, to study how effective the statistical procedures proposed under multivariate normal models are under multivariate nonnormal models, and next, to develop the statistical procedures applicable for more general situations.
2. To develop the statistical procedures in some speficic multivariate nonnormal models.
3. Research on related topics in statistic and mathematics.
Related to the first category, Y.Fujikoshi studied on some multivariate test statistics and latent roots in multivariate analysis of variance, and aucceeded to obtain some new results under elliptical distributions and a general distribution involving continuous distributions.
Related to the second category, Y.Watamori developed higher order asymptotic theory of statistical inference on Langevin distribution, and explored instrinsic approach of statistical distributions on a sphere. S.Sasabuchi made a comparative study of several tests for the equality of several binomial populations with ordered restrictions. T.Fujioka gave an exiplicite expression for the estimator of variance based on minimax approach in semi-parametric regression model, and studied its properties.
Related to the third category, we obtained new results on various areas : Y.Fujikoshi 「statistical inference of repeated measurements and its applications and error bounds for asymptotic expansions of distributions」 , S.Sasabuchi 「statistical inference of multivariate normal distributions with ordered restrictions」 , I.Kubo, S.Takenaka and M.Nakamura 「probability Theory」 , T.Kusano, M.Mimura and M.Naito 「Analysis」 , A.Kowata 「Geometry」 .

Report

(3 results)
  • 1994 Annual Research Report   Final Research Report Summary
  • 1993 Annual Research Report

Research Products

(48 results)

All Other

All Publications (48 results)

  • [Publications] Takahisa Yokoyama: "A parallel profile model with random-effects covariance structure" Journal of Japan Statistical Society. 23. 83-89 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yasunori Fujikoshi: "Recent developments and perspectives in multivariate analysis" Journal of Japan Statistical Society. 22. 313-356 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Takashi Seo: "The effects on the distributions of sample canonical correlations under nonnormality" Communication in Statistics:Theory and Method. 23. 2615-2628 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Takashi Seo: "Asymptotic distributions of the sample roots in MANOVA models under nonnormality" Journal of Japan Statistical Society. 24. 133-140 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Takashi Seo: "The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models" Journal of Multivariate Analysis. 52. 325-337 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Syoichi Sasabuchi: "不等式制約の下での統計的推測" 数学. 45. 42-54 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Teruo Fujioka: "The max-MSE's of minimax estimators of variance in nonparametric regression" Hiroshima Mathematical Journal. 24. 573-581 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yoko Watamori: "Statistical inference of Langevin distribution for directional data" Hiroshima Mathematical Journal. (掲載予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Izumi Kubo: "The structure of Hida distributions" Mathematical Approach to Fluctuations I,World Scientific. 49-114 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Shigeo Takenaka: "Examples of self-similar stable processes" Stochastic Processes,A Festschrift in Honour of Gopinath Kallianpur,Springer. 303-311 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Manabu Naito: "Solutions with prescribed numbers of zeros for nonlinear second order differential equations" Funkcialaj Ekvacioj. 37. 505-520 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Atsutaka Kowata: "On the irreducible components of the solutions of Matsuo's differential equations" Hiroshima Mathematical Journal. (掲載予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Takahisa Yokoyama: "A parallel profile model with random-effects covariance sturucture" Journal of Japan Statistical Society. 23. 83-89 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yasunori, Fujikoshi: "Recent developments and perspectives in multivariat analysis" Journal of Japan Statistical Society. 22. 313-356 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Takashi Seo: "The effects on the distributions of sample canonical correlations under nonnormality" Communication in Statistics : Theory and Method. 23. 2615-2628 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Takashi Seo: "Asymptotic distributions of the sample roots in MANOVA models under nonnormality" Journal of Japan Statistical Society. 24. 133-140 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Takashi Seo: "The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models" Journal of Multivariate Analysis. 52. 325-337 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Syoichi Sasabuchi: "Statical inference under inequality restrictions" to appear in Sugaku Expositions.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Teruo Fujioka: "The max-MSE's of minimax estimators of variance in nonparametric regression" Hiroshima Mathematical Journal. 24. 573-581 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yoko Watamori: "Statistical inference of Langevin distribution for directional data" to appear in Hiroshima Mathematical Journal.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Izumi Kubo: "The structure of Hida distributions" Mathematical Approach to Fluctuations I,World Scientific. 49-114 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Shigeo Takenaka: "Examples of self-similar stable processes" Stochastic Processes, A Festschrift in Honor of Gopinath Kallianpur. Springer. 303-311 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Manabu Naito: "Solutions with prescribed numbers of zeros for nonlinear second oeder differential equations" Funkcialaj Ekvacioj. 37. 505-520 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Atsutaka Kowata: "On the irreducuble components of the solution of Matsuo's differential equations" to appear in Hiroshima Mathematical Journal.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Tskashi Seo: "A generalized Tukey conjecture for multiple comparisons among mean vectors" Journal of the American Statistical Association. 89. 676-679 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Takashi Seo: "The effects on the distributions of sample canonical correlations under nonnormality" Communication in Statistics : Theory and Method. 23. 2615-2628 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Takashi Seo: "Asymptotic distoributions of the sample roots in MANOVA models under nonnormality" Journal of Japan Statistical Society. 24. 133-140 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Takashi Seo: "The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models" Journal of Multivariate Analysis. 52. 325-337 (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] Yasunori Fujikoshi: "Recent developments in random effects models for repeated measures data" The Proceedings of the Eight Japan and Korea Joint Conference of Statistics. 25-30 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Syoichi Sasabuchi: "Statistical inference under inequality restrictions" Sugaku Expositions. (掲載予定).

    • Related Report
      1994 Annual Research Report
  • [Publications] Teruo Fujioka: "The max-MSE's of minimax estimators of variance in nonparametric regression" Hiroshima Mathematical Journal. 24. 573-581 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Yoko Watamori: "Statistical inference of Langevin distribution for directional data" Hiroshima Mathematical Journal. (掲載予定).

    • Related Report
      1994 Annual Research Report
  • [Publications] Izumi Kubo: "The structre of Hida distributions" Mathematical Approach to Fluctuations I, World Scientific. 49-114 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Izumi Kubo: "Finite dimensional Hida distributions" Journal of Functional Analysis. (掲載予定).

    • Related Report
      1994 Annual Research Report
  • [Publications] Manabu Naito: "Solutions with prescribed numbers of zeros for nonlinear second order differential equations" Funkcialaj Ekvacioj. 37. 505-520 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Atsutaka Kowata: "On the irreducible components of the solutions of Matsuo's differential equations" Hiroshima Mathematical Journal. (掲載予定).

    • Related Report
      1994 Annual Research Report
  • [Publications] 藤越 康祝: "Two-way ANOVA models with unbalanced deta" Discrete Mathematics. 116. 315-334 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 藤越 康祝: "Error bounds for approximations to the distributions of the standardized and Studentized estimates in a multivariate linear model" Journal of Statistical Planning and Inference. Vol.36. 165-174 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 藤越 康祝: "Error bounds for asymptotic approximations of some distribution functions" Multivariate Analysis:Future Directions(C.R.Rao,Ed.),North Holland Publishing Company. 181-208 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 藤越 康祝: "Approximations for the quantiles of Student's t and F distributions and their error bounds" Hiroshima Math.J.23. 557-564 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 藤越 康祝: "Recent developments and perspectives in multivariate analysis" Journal of Japan Statistical Society. 23. 313-356 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 瀬尾 隆: "A generalized Tukey conjecture for multiple comparisons among mean vectors" Journal of American Statistical Association. (掲載予定). (1994)

    • Related Report
      1993 Annual Research Report
  • [Publications] 草野 尚: "Nonoscillation theorems for a class of quasilinear differential equations of second order" Journal of Mathematical Analysis d Applications. (掲載予定).

    • Related Report
      1993 Annual Research Report
  • [Publications] 竹中 茂夫: "Examples of self-similar stable processes" “Stochastic Processes",Springer-Verlag. 303-311 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 内藤 学: "Integral averaging techniques for the oscillation and nonoscillation of solutions of second order ordinary differential equations" Hiroshima Math.J.(掲載予定).

    • Related Report
      1993 Annual Research Report
  • [Publications] 木幡 篤孝: "On the irreducible components of the solutions of Matso's differential equations" Hiroshima Math.J.(掲載予定).

    • Related Report
      1993 Annual Research Report
  • [Publications] 藤岡 照夫: "Notes on minimax approaches in nonparametric regression" Hiroshima Math.J.24. 55-62 (1994)

    • Related Report
      1993 Annual Research Report
  • [Publications] 藤岡 照夫: "The max-MSE's of minimax estimators of variance in nonparametric regression" Hiroshima Math.J.(掲載予定).

    • Related Report
      1993 Annual Research Report

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Published: 1993-03-31   Modified: 2016-04-21  

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