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Computer-intensive statistical methods in multivariate analysis

Research Project

Project/Area Number 05680258
Research Category

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

Allocation TypeSingle-year Grants
Research Field Statistical science
Research InstitutionKYUSHU UNIVERSITY (1994)
The Institute of Statistical Mathematics (1993)

Principal Investigator

KONISHI Sadanori  Kyushu Univ. : Graduate school of Math. : Professor, 大学院・数理学研究科, 教授 (40090550)

Co-Investigator(Kenkyū-buntansha) FUEDA Kaoru  Kyushu Univ. : Graduate School of Math. : Assis.Prof., 大学院・数理学研究科, 助手 (50253399)
KAWASAKI Hidefumi  Kyushu Univ. : Graduate School of Math. : Associ.Prof., 大学院・数理学研究科, 助教授 (90161306)
YANAGAWA Takashi  Kyushu Univ. : Graduate School of Math. : Professor, 大学院・数理学研究科, 教授 (80029488)
HIRANO Katuomi  Institute of Statistical Math. : Professor, 統計基礎研究系, 教授 (30000186)
SHIMIZU Ryoichi  Institute of Statistical Math. : Director General, 所長 (10000192)
Project Period (FY) 1993 – 1994
Project Status Completed (Fiscal Year 1994)
Budget Amount *help
¥1,500,000 (Direct Cost: ¥1,500,000)
Fiscal Year 1994: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 1993: ¥700,000 (Direct Cost: ¥700,000)
KeywordsBootstrap / Information criteria / Reliability of the systems / Categorical data / Spline functions / Reduction of dimensionality / Model evaluation / Comparative clinical trials / 情報量基準 / ブートストラップ法 / 構造分析 / 変化点問題 / ノンパラメトリック検定 / 離散多変量データ / 判別分析 / 因子分析 / 統計モデル / 予測誤差 / 離散分布論
Research Abstract

The purpose of the research is to investigate the computer intensive statistical methods in multivariate analysis. The followings are the main results obtained through this research project extending over two years.
1.The bootstrap methods have been extensively studied for the past fifteen years and become powerful tools for constructing inferential procedures in complex situations. In regard to computerintensive methods like the bootstrap the following problems have been studied ; (1)the methods for predictive error estimation in discriminant analysis and pattern recognition, (2)the use of the bootstrap in the estimation of the biases and variances of maximum likelihood estimates in factor analysis, (3)the theoretical and practical aspects of the use of the bootstrap in model evaluation problems. 2.A consecutive-k-out-of-n : F system is an ordered sequence of n components. The results obtained through the research project are the followings ; (1)the relationship between the reliability … More of the systems and discrete distributions of order k, (2)number of occurrences of success runs of specified length in a two-state Markov chain. 3.Properties of limiting distributions which satisfy certain functional equations were investigated.4.Mantel-Haenszel type test statistics were proposed for testing whether a new treatment is at least as effective as the standard treatment in comparative binomial trials. 5.The determination of the no-observed-adverse-effect level was studied when observed response are from normal distribution. Several tests which incorporate order restriction were examined and a new method based on Akaike's information criterion was proposed. 6.An approximation problem by polynomial spline functions with one free knot was investigated, and it was shown that every spline function satisfying Braess's alternation condition is nearly optimal. 7.New test procedures were proposed for nonparametric two-sample testing problems for location, scale and higher order quantities. Less

Report

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

    (54 results)

All Other

All Publications (54 results)

  • [Publications] 久保川達也: "統計的推測理論の現状." 日本統計学会誌. 22. 257-312 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] 中村永友: "混合分布モデルを用いた分類法とデータ構造の色彩表示-LANDSAT画像データの解析-" 統計数理. 41. 149-167 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Konishi,S.: "Maximum likelihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations." Communications in Statistics-Theory and Methods. 23. 1593-1604 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Nitta,H.: "A new approach based on a covariance structure model to source apportionment of indoor fine particles in Tokyo." Atmospheric Environment. 28. 631-636 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Ichikawa,M.: "Application of the bootstrap methods in factor analysis" Psychometrika,in press.

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Shimizu,R.: "Solution to a functional equation arising from a statistical problem" Aequationes Mathematicae. 47. 294-295 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Shimizu,R.: "Expansion of the scale mixture of the multivariate normal distribution with error bound evaluated in L_1-norm," to appear in Journal of Multivariate Analysis. (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Hirano,K.: "On number of occurrences of success runs of specified length in a two-state markov chain." Statistica Sinica. 3. 313-320 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Aki,S.: "Discrete distributions related to succession events in a two-state Markov chain." Statistical Sciences and Date Analysis (Eds.K.Matsusita et al.) VSP. 467-474 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Hirano,K.: "Consecutive-k-out-of-n:Fシステム" 統計数理. 42. 45-61 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Aki,S.: "Distributions of numbers of failures and successes until the first consecutive k successes." Annals of the Institute of Statistical Mathematics.46. 193-202 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Aki,S.: "Joint distributions of numbers of success-runs and failures until the first consecutive k successes." To appear in Annals of the Institute of Statistical Mathematics. (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa,T.: "Incorporating geographic distribution into the expected number of deaths in a comparative study." Statistical Sciences and Data Analysis,(Eds.K.Matsusita et al.),VSP,. 25-32 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Kikuchi,Y.: "Determining the no-observed-adverse-effect level in continuous response." Statistical Sciences and Data Analysis,(Eds.K.Matsusita et al.),VSP,. 345-356 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa,T.: "Statistical issues on the no-observed-adverse effect level in categorical response." Environmental Health Perspectives Supplements,. 102. 95-101 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Jayasekara,L.: "A location-dispersion test for 2 × k tables." Bulletion of Informatics and Cybernetics Research Association of Statistical Sciences,. 26. 125-139 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Nishiyama,H.: "Determining the no-observed-adverse-effect level in categorical data." Bulletin of Informatics and Cybernetics Research Association of Statistical Sciences,. 26. 141-152 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa,T.: "Mantel-Haenszel-type tests for testing equivalence or more than equivalence in comparative clinical trials." Biometrics,. 50. 859-864 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa,T.: "Generalized Mantel-Haenszel procedures for 2 × J tables." Environmental Health Perspectives,. 102. 57-60 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Kawasaki,H.: "A second-order property of spline functions with one free knot." Journal of Approximation Theory.78. 293-297 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Kawasaki,H.: "Legendre conditions for a variational problem with one-sided phase constraints." To appear in Journal of Operations Research Society of Japan.(1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Kubokawa, T., Eguchi, S., Takamura, A.and Konishi, S.: "Recent developments of the theory of statistical inference (in Japanese)" Journal of the Japan Statistical Society. 22. 257-312 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Nakamura, N., Konishi, S.and Ohsumi, N.: "Classification of remotely sensed images via finite mixture distribution models (in Japanese)" Proceedings of the Institute of Statistical Mathematics. 41. 149-167 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Konishi, S,and Shimizu, K.: "Maximum likelihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations." Communications in Statistics-Theory and Methods. 23. 1593-1604 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Nitta, H., Ichikawa, M., Sato, M., Konishi, S.and Ono, M.: "A new approach based on a covariance structure model to source apportionment of indoor fine particles in Tokyo." Atmospheric Environment. 28. 631-636 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Ichikawa, M.and Konishi, S.: "Application of the bootstrap methods in factor analysis." Psychometrika. (in press). (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Shimizu, R.and Klebanov, L.B.: "Solution to a functional equation arising from a statistical problem." Aequationes Mathematicae. 47. 294-295 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Shimizu, R.: "Expansion of the scale mixture of the multivariate normal distribution with error bound evaluated in L_1-norm." Journal of Multivariate Analysis. to appear. (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Hirano, K.and Aki, S.: "On number of occurrences of success runs of specified length in a two-state markov chain." Statistica Sinica. 3. 313-320 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Aki S.and Hirano, K.: "Discrete distributions related to succession events in a two-state Markov chain." Statistical Sciences and Data Analysis (Eds.K.Matsushita et al.). VSP. 467-474 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Hirano, K.: "Consecutive-k-out-of-n : F system" Proceedings of the Institute of Statistical Mathematics. 42. 45-61 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Aki S.and Hirano, K.: "Distributions of numbers of failures and successes until the first consecutive k successes." Annals of the Institute of Statistical Mathematics. 46. 193-202 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Aki, S.and Hirano, K.: "Joint distributions of numbers of success-runs nad failures until the first consecutive k successes." Annals of the Institute of Statistical Mathematics. To appear. (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa, T.and Hoel, D.G.: "Incorporating geographic distribution into the expected number of deaths in a comparative study." Statistical Sciences and Data Analysis, (Eds.K.Matsushita et al.). VSP. 25-32 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Kikuchi, Y., Yanagawa, T.and Nishiyama, H.: "Determining the no-observed-adverse-effect level in continuous response." Statistical Sciences and Data analysis, (Eds.K.Matsushita et al.). VSP. 345-356 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa, T., Kikuchi Y.and Brown, K.G.: "Statistical issues on the no-observed-adverse effect level in categorical response." Environmental Health Perspectives Supplements. 102 Suppl.1. 95-101 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Jayasekara, L., Yanagawa, T.and Tsujitani, M.: "A location-dispersion test for 2 X k tables." Bulletin of Informatics and Cybernetics Research Association of statistical Sciences. 26. 125-139 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Nishiyama, H.and Yanagawa, T.: "Determining the no-observed-adverse-effect level in categorical data." Bulletin of Informatics and Cybernetics Research Association of statistical Sciences. 26. 141-152 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa, T., Tango, T.and Hiejima, Y.: "Mantel-Haenszel-type tests for testing equivalence or more than equivalence in comparative clinical trials." Biometrics. 50. 859-864 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Yanagawa, T., fujii, Y.and Matsuoka, J.: "Generalized Mantel-Haenszel procedures for 2 X J tables." Environmental Health Perspectives. 102, Suppl.8. 57-60 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Kawasaki, H.: "A second-order property of spline functions with one free knot." Journal of Approximation Theory. 78. 293-297 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Kawasaki, H.and Koga, S.: "Legendre conditions for a variational problem with one-sided phase constraints." Journal of Operations Research Society of Japan.To appear.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1994 Final Research Report Summary
  • [Publications] Konishi,S.: "Maximum likelihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations." Communications in Statistics‐Theory and Methods,. 23. 1593-1604 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Ichikawa,M.: "Application of the bootstrap methods in factor analysis" Psychometrika,. in press. (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] Yanagawa,T.: "Statistical issues on the no‐observed‐adverse effect level in categorical response." Environmental Health Perspectives Supplements,. 102. 95-101 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Yanagawa,T.: "Mantel‐Haenszel‐type tests for testing equivalence or more than equivalence in comparative clinical trials." Biometrics,. 50. 859-864 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Kawasaki,H.: "A second‐order property of spline functions with one free knot." Journal of Approximation Theory.78. 293-297 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] Kawasaki,H.: "Legendre conditions for a variational problem with one‐sided phase constraints." To appear in Journal of Operations Research Society of Japan.(1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] 久保川達也、江口真透、竹村彰通、小西貞則: "統計的推測理論の現状" 日本統計学会誌. 22巻3号. 257-312 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 小西貞則: "予測誤差推定とブートストラップ法" ISM Research Memorandum. 482.(1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] 中村永友、小西貞則、大隅昇: "混合分布モデルを用いた分類法とデータ構造の色彩表示-LANDSAT画像データの解析" 統計数理. 掲載予定.(1994)

    • Related Report
      1993 Annual Research Report
  • [Publications] Konishi,S.and Shimizu,K.: "Maximum likelihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations." Communications in Statistics掲載予定.(1994)

    • Related Report
      1993 Annual Research Report
  • [Publications] Ichikawa,M.and Konishi,S.: "Application of the bootstrap methods in factor analysis." Psychometrika. 掲載予定.(1994)

    • Related Report
      1993 Annual Research Report
  • [Publications] Aki,S.and Hirano,K.: "Distributions of failures and successes until the first consecutive k successes." Ann.Inst.Statist.Math.掲載予定.(1994)

    • Related Report
      1993 Annual Research Report

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Published: 1993-04-01   Modified: 2016-04-21  

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