• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

多変量解析におけるPermutation testの研究

Research Project

Project/Area Number 12873003
Research Category

Grant-in-Aid for Exploratory Research

Allocation TypeSingle-year Grants
Research Field Economic statistics
Research InstitutionChuo University

Principal Investigator

杉山 高一  中央大学, 理工学部, 教授 (70090371)

Co-Investigator(Kenkyū-buntansha) 高橋 一  一橋大学, 経済学部, 教授 (70154838)
Project Period (FY) 2000 – 2001
Project Status Completed (Fiscal Year 2001)
Budget Amount *help
¥1,800,000 (Direct Cost: ¥1,800,000)
Fiscal Year 2001: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2000: ¥1,100,000 (Direct Cost: ¥1,100,000)
KeywordsPermutation test / 多変量解析 / 主成分分析 / 固有値 / 固有ベクトル / 検定法 / 有効性 / Permutation Test / 多変量統計解析
Research Abstract

外国での文献収集や情報交換等を行いPermutation testに関する研究を行った。昨年度に引き続き、主成分分析、正準相関に関するPermutation testに関する研究を続け、さらに級内相関係数の同等性に対するPermutation test等新しい方法論の研究にも取り組み、新しい検定方法などを提案した。検定法の有効性を国際統計学会(I.S.I.)において下記のタイトルで発表した。
「Permutation test of characteristic roots in two populations」
また日本国内では、日本統計学会をはじめとしてシンポジウム等で以下のような研究成果の発表を行った。
「多変量解析におけるパーミュテーションテストについて」他

Report

(2 results)
  • 2001 Annual Research Report
  • 2000 Annual Research Report
  • Research Products

    (6 results)

All Other

All Publications (6 results)

  • [Publications] T. Sugiyama, Y. Takeda: "Permutation test of characteristic roots in two populations"Bulletin of the International Statistical Institute, Contributed Papers,53nd Session. Book 1. 141-142 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 高橋 一: "市場間の情報ギャップと市場の安定性"先物取引研究. Vol.6 No.10. 119-128 (2000)

    • Related Report
      2001 Annual Research Report
  • [Publications] T.Sugiyama: "On the permutation test for equality of intermediate characteristic roots of two populations in P.C.A"Proceeding in Computational Statistics 2000. 97-98 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Sugiyama: "Permutation test for intermediate equality of characteristic vectors in two populations in P.C.A."Proceeding in Computational Statistics 2000. 265-266 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Sugiyama: "Permutation test for equality of correlation coefficients in two populations"Proceeding in Computational Statistics 2000. 91-92 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] H.Takahashi: "On Pricing Exponential Square Root Barrier Knockout European Options"Discussion Paper, Graduate School of Economics Hisotsubashi University. 2000-6. (2000)

    • Related Report
      2000 Annual Research Report

URL: 

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

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi