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A study of the development of asymptotic theory in multivariate analysis and its applications

Research Project

Project/Area Number 12440028
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionHIROSHIMA UNIVERSITY

Principal Investigator

FUJIKOSHI Yasunori  Hiroshima Univ., Graduate School of Science, Professor, 大学院・理学研究科, 教授 (40033849)

Co-Investigator(Kenkyū-buntansha) WAKAKI Hirofumi  Hiroshima Univ., Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (90210856)
NISHII Ryuei  Hiroshima Univ., Faculty of Integrated Arts and Sciences, Professor, 総合科学部, 教授 (40127684)
OHTAKI Megu  Hiroshima Univ., Research Institute for Radiation Biology and Medicine, Professor, 原爆放射線医科学研究所, 教授 (20110463)
FUJIOKA Teruo  Hiroshima Univ., Graduate School of Science, Research Assistant, 大学院・理学研究科, 助手 (50221544)
SEO Takashi  Science Univ. of Tokyo, Faculty of Science, Lecturer, 理学部, 講師 (00266909)
Project Period (FY) 2000 – 2002
Project Status Completed (Fiscal Year 2002)
Budget Amount *help
¥14,700,000 (Direct Cost: ¥14,700,000)
Fiscal Year 2002: ¥5,000,000 (Direct Cost: ¥5,000,000)
Fiscal Year 2001: ¥4,700,000 (Direct Cost: ¥4,700,000)
Fiscal Year 2000: ¥5,000,000 (Direct Cost: ¥5,000,000)
Keywordsasymptotic theory / multivariate analysis / asymptotic exapansion / MANOVA tests / AIC criterion / growth curve model / nonparametric regression / remote sensing data / 多変量非正規性 / 多変量検定統計量 / スプライン曲線 / 画像処理データ / 判別分析 / 統計的漸近理論 / 非正規モデル / 高次元データ解析 / 誤差評価 / 非線形構造 / 地球環境データ解析 / 画像処理 / 統計グラフ / 非正規性 / 高次元 / 多変量線形仮説検定 / 多変1元配置モデル / 判別関数
Research Abstract

The purpose of this project is to develop statistical asymptotic theory in multivariate methods and its applications. The main results are as follows: 1. We derived asymptotic expansions of the distributions of some basic statistics and typical three statistics in one-way MANOVA and multivariate linear models (Fujikoshi(2002), Wakaki, Yanagihara and Fujikoshi(2002)). 2. For the problem of obtaining error bounds for asymptotitc expansions, we derived error bounds for Hotelling's T^2_0 and Wilks Lamnda (Technical Reports: Fujikoshi, Ulyanov and Shimizu(2002), Fujikoshi and Ulyanov(2003)). 3. Developing asymptotic theory in a high dimensional framework, we proposed a criterion for variables of selection in discriminant analysis (Fujikoshi(2002)). 4. In anlalysis of growth curve models with hierachical within-individual design matrices, we proposed an improved AIC criterion (Fujikoshi(2002)), and a method of constructing simultaneous confidence regions (Yanagihara and Ohtaki (2002)). 5. Related to a fitting problem in nonparametric regression, we proposed a method (Satoh,. Yanagihara and Otaki(2002)) of combining B-spline and polynomial regressions, and a method (Yanagihara and Ohtaki(2002)) of optimizing knots-placement to avoid over fitting in B-spline scedastic smoothing. 6. We wrote chapters 2; 「Landsat Data」 (Nishii, Tanaka and Itakura(2002)) in the book 「Earth Environmental Data」 (Shimizu, K., ed.). Further, we proposed a method (Nishii(2002)) of discriminating land-cover categories based on multivariate geo-spatial data observed by artificial satellites or airborne sensors. 7. We proposed a method (Fujioka and Yanagimoto(2001)) of estimating the normal mean vector whose norm is known.

Report

(4 results)
  • 2002 Annual Research Report   Final Research Report Summary
  • 2001 Annual Research Report
  • 2000 Annual Research Report
  • Research Products

    (31 results)

All Other

All Publications (31 results)

  • [Publications] 藤越康祝: "Asymptotic expansions for the distributions of multivariate Basic statistic and one-way MANOVA tests under nonnormality"J. Statist. Plann. Inf.. 108. 263-282 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 若木宏文: "Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality"Hiroshima Math. J.. 32. 17-50 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 西井龍映: "統計手法によるリモートセンシング画像の判別分析"応用統計学. 31. 3-21 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 神田隆至: "Simultaneous confidence regions in an extended growth curve model with hierachical within-individuals design matrices"Comm. Statist. -Theory Meth.. 31. 1605-1616 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 藤田照夫: "Estimation of a mean vector based on the optimum estimator under the known norm component"J. Japan Statist. Soc.. 31. 239-256 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] (清水邦夫編) 西井龍映: "地球環境データー衛星リモートセンシング 第2章 Landsatデータ"共立出版. 39-101 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] FUJIKOSHI, Yasunori: "Asymptotic expansions for the distributions of multivariate basic statistics and one-way IMANOVA tests under nonnormality"J. Statist. Plann. Inf.. 108. 263-282 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] WAKAKI, Hirofumi: "Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality"Hiroshima Math. J.. 32(1). 17-50 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] NISHI, Ryuei: "Contexual segmentation of geo-spatial imagerybased on statistical methods"Japanese J. Appl Statist.. 31(1). 3-21 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] KANDA, Takashi: "Simultaneous confidence regions in an extended growth curve model with hierachical within-individuals design matrices"Comm. Statist.-Theory Meth.. 31(9). 1605-1616 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] FUJIOKA, Teruo: "Estimation of a mean vector based on the optimum estimator under the known norm component"Journal of Japan Statistical Society. 31(2). 239-256 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] NISHI, Ryuei: "Chapter 2; Landsat Data, In Earth Environmental Data - Satellites Remote Sensing (SHIMIZU, Kunio, ed.)"Kyoritsu - Publisher. 39-101 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] 藤越康祝: "Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non normality"J. Statist Plann. Inf.. 108. 263-282 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 藤越康祝: "Model selection criteria for growth curve model with hierarchical within-individual design matrices"New Developments on Psychometrices(H, Yanai, et al. Ed.). 433-442 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 若木宏文: "Asymptotic expansions of the null distributions of test statistics for multi variate linear hypothesis under non normality"Hiroshima Math. J.. 32・1. 17-50 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 神田隆至: "Simultaneous confidence regions in an extended growth curve model with hierarchical within-individuals design matrices"Comm. Statist. -Theory Meth.. 31・9. 1605-1616 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 柳原宏和: "Knots-placement to avoid over fitting in B-spline scedastic smoothing"Comm. Statist. -Theory Meth.. (掲載予定).

    • Related Report
      2002 Annual Research Report
  • [Publications] 西井龍映: "統計手法によるリモートセンシング画像の判別分析"応用統計学. 31・1. 3-21 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 若木宏文: "Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality"Hiroshima Math. J.. 32・1. 17-50 (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 藤越康祝: "Selection of variables for discriminant analysis in a high-dimensional case"Sankhya B. 64(未定). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 森崎洋二: "Contextual data fusion based on Markov random fields and its applications to image enchancement"Remote Sensing for Environmental Sciences. 23・1. 27-32 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 佐藤健一: "Bridging the gap between B-spline and polynomical regression models"Comm. Statist. -Simulation and Computation. 31(未定). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 佐藤健一: "統計グラフライブラリの開発とWebへの応用"統計数理. 49(未定). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 藤岡照夫: "Estimating of a mean vector Based on the optimum estimator under the known norm component"J. Japan Statist. Soc.. 31・2. 239-256 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 清水邦夫編: "地球環境データ-衛星リモートセンシング"共立出版. 1-230 (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] 藤越康祝: "Error bounds for asymptotic approximations of the linear discriminant function when the sample size and the dimension are large"J.Multivariate Analysis. 73・1. 1-17 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 藤越康祝: "Transformations with improved chi-squared approximations"J.Multivariate Analysis. 73・2. 249-263 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 藤越康祝: "LR tests for random-coefficient covariance structures in an extended growth curve model"J.Multivariate Analysis. 75・2. 245-268 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 藤越康祝: "Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under nonnormality"J.Statist.Plann.Inf.. (未定). (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] 藤岡照夫: "Constructing estimators of a mean vector through orthogonal reparametrization and differential equations"Communications in Statistics-Theory and Methods. 29・8. 1851-1863 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 西井龍映: "Spatial discrimination based on the ground truth with mixed categories"Proceedings of IGARSS 2000. 1. 159-161 (2000)

    • Related Report
      2000 Annual Research Report

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Published: 2000-04-01   Modified: 2016-04-21  

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