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Decision theoretic approach to computer intensive methods of multivariate analysis

Research Project

Project/Area Number 08680327
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionUniversity of Tokyo

Principal Investigator

TAKEMURA Akimichi  University of Tokyo, Faculty of Economics, Professor, 大学院・経済学研究科, 教授 (10171670)

Co-Investigator(Kenkyū-buntansha) KUBOKAWA Tatsuya  University of Tokyo, Faculty of Economics, Assoclate Professor, 大学院・経済学研究科, 助教授 (20195499)
Project Period (FY) 1996 – 1997
Project Status Completed (Fiscal Year 1997)
Budget Amount *help
¥2,400,000 (Direct Cost: ¥2,400,000)
Fiscal Year 1997: ¥1,300,000 (Direct Cost: ¥1,300,000)
Fiscal Year 1996: ¥1,100,000 (Direct Cost: ¥1,100,000)
KeywordsAsymptotic expansion / shrinkage / Likelihood Ratio / MANOVA / Bartlett correction / Heteroscedasticity / Shrinkage estimator
Research Abstract

First we summarize research results by the head investigator Akimichi Takemura. He has published with the co-author Satoshi Kuriki the paper "A proof of independent Bartlett correctability of nested likelihood ratio tests" in Annals of Institute of Statistical Mathematics. This paper proves that the likelihood ratio statistics for nested hypotheses can be Bartlett-corrected independently of each other. His paper with the co-author Toshio Honda "The effect of heteroscedasticity on the actual size of Chow test" appeared in Journal of the Japan Statistical Society. In this paper he has obtained results on the actual signigicance levels of the test of structural change (Chow test), when the error terms of the regression model has heteroscedasticity. His paper with Hidehiko Kamiya titled "On rankings generated by pairwise linear discriminant analysis of m populations" appeated in the Journal of Multivariate Analysis. This paper investigates the number of rankings and properties of non-appearing rankings in detail based on the theory of hyperplane arrangements. His most recent publication "Weights of chi distribution for smooth or piecewise smooth cone alternattives. The annals of statistics" in the Annals of Statistics investigates the weights of chi-bar-squared distribution for smooth convex cone alternatives using differential geometric methods.
Next we summarize research results by Tatsuya Kubokawa. His paper with M.S.Srivastava titled "Double shrinkage estimators of ratio of variances" appeared in the Proceedings of the Sixth Eugene Lukacs Symposium. This paper gives a new shrinkage estimator for the ratio of variances. Furthermore "Shrinkage estimators in a mixed MANOVA and GMANOVA model" by Y.Kubokawa, and A.K.Md.E.Saleh compares shrinkage estimators in Multivariate Analysis Variance Model and its generalizations.

Report

(3 results)
  • 1997 Annual Research Report   Final Research Report Summary
  • 1996 Annual Research Report
  • Research Products

    (24 results)

All Other

All Publications (24 results)

  • [Publications] Akimichi Takemura and Satoshi Ku-riki: "A proof of independent Bartlett correctability of nested likelihood rat-io tests" Annals of Institute of Statistic-al Mathematics. 48. 603-620 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Akimichi Takemura and Toshio Hon-da: "The effect of heteroscedasticity on the actual size of Chow test" Journal of the Japan Statistical Society. 26. 127-134 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Akimichi Takemura and Hidehiko K-amiya: "On rankings generated by pairwiselinear discriminant analysis of m popul-ations" Journal of Multivariate Analysis. 61. 1-28 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Akimichi Takemura and Satoshi Ku-riki: "Weights of chi2 distribution for smooth or piecewise smooth cone alterna-tives" The annals of statistics. 25. (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Tatsuya Kubokawa and M.S.Srivast-ava: "Double shrinkage estimators of r-atio of variances" Multidimensional Statistical Ana-lysis and Theory of Random Matrices. 139-154 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Y.Konno, T.Kubokawa and A.K.Md.E. Saleh: "Shrinkage estimators in a mixed MANOVA and GMANOVA model" Statistics and Decisions. 15. 37-49 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] 竹村 彰通: "統計" 共立出版, 193 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] A.Takemura and S.Kuriki: ""A proof of independent Bartlett correctability of nested likelihood ratio tests."" Ann.Inst.Statist.Math. vol.48. 603-620 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Toshio Honda and Akimichi Takemura: ""The effect of heteroscedasticity on the actual size of Chow test."" Journal of the Japan Statistical Society. vol.26. 127-134 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Hidehiko Kamiya and Akimichi Takemura: ""On rankings generated by pairwise linear discriminant analysis of m populations."" Journal of Multivariate Analysis. vol.61. 1-28 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Akimichi Takemura and Satoshi Kuriki: ""Weights of chi2 distribution for smooth or piecewise smooth cone alternatives."" The annals of statistics. vol.25. (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] T.Kubokawa and M.S.Srivastava: ""Double shrinkage estimators of ratio of variances."" Multidimensional Statistical Analysis and Theory of Random Matroces (Proceedings of the Sixth Eugene Lukacs Symposium, Bowling Green, OH,USA,29-30 March 1996, Editors : A.K.Gupta and V.L.Girko), VSP,Netherlands. 139-154 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Y.konno, T.Kubokawa and A.K.Md.E.Saleh: ""Shrinkage estimators in a mixed MANOVA and GMANOVA model."" Statistics and Decisions. Vol.15. 37-49 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] Akimichi Takemura and Satoshi Kuriki: "A proof of independent Bartlett correctability of nested likelihood ratio tests" Annals of Institute of Statistical Mathematics. 48. 603-620 (1996)

    • Related Report
      1997 Annual Research Report
  • [Publications] Akimichi Takemura and Toshio Honda: "The effect of heteroscedasticity on the actual size of Chow test" Journal of the Japan Statistical Society. 26. 127-134 (1996)

    • Related Report
      1997 Annual Research Report
  • [Publications] Akimichi Takemura and Hidehiko Kamiya: "On rankings generated by pairwise linear discrlminant analysis of m populations" Journal of Multivariate Analysis. 61. 1-28 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Akimichi Takemura and Satoshi Kuriki: "Weights of chi2 distribution for smooth or piecewise smooth cone alternatives" The annals of Statistics. 25. (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Tatsuya Kubokawa and M.S.Srivastava: "Double shrinkage estimators of ratio of variances" Multidimensional Statistical Analysis and Theory of Random Matrices. 139-154 (1996)

    • Related Report
      1997 Annual Research Report
  • [Publications] Y.Konno, T.Kubokawa and A.K.Md.E.Saleh: "Shrinkage estimators in a mixed MANOVA and GMANOVA model" Statistics and Decisions. 15. 37-49 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] 竹村彰通: "統計" 共立出版, 全193頁 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] Satashi Kuriki and Akimich Tatemura: "Asymptotic Exparsion of Null Distribution of Likelihood Ratio Statistic in Multiparameter Exponential Famiry to an Arbitrary Order" Probability theory and Maohematical Statistics Proceedings of the Seventh Japan-Russia Symposium. 244-255 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Akimichi Takemura and Satoshi Kuriki: "A proof of independent Bartlett correctability of nested likelihood ratio test" Annal of Institute of Seatistical Mathematits. 48. 603-620 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Toshio Honda and Akimichi Takemura: "The effect of heteroscedascicity on the aotual size of chow test" Journal of the Japan Seatistiocl Society. 127-134 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Tatsuya Kubokawa and M.S.Srivastava: "Double shrinkage estimators of ratio of variances" Muitidimensional statiotiod Analysis and Theory of Random Matrices. 139-154 (1996)

    • Related Report
      1996 Annual Research Report

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Published: 1996-04-01   Modified: 2016-04-21  

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