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New test procedures under multivariate elliptical population and its application

Research Project

Project/Area Number 18K11198
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 60030:Statistical science-related
Research InstitutionTokyo University of Science

Principal Investigator

Iwashita Toshiya  東京理科大学, 教養教育研究院野田キャンパス教養部, 教授 (20266919)

Project Period (FY) 2018-04-01 – 2024-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2020: ¥260,000 (Direct Cost: ¥200,000、Indirect Cost: ¥60,000)
Fiscal Year 2019: ¥260,000 (Direct Cost: ¥200,000、Indirect Cost: ¥60,000)
Fiscal Year 2018: ¥520,000 (Direct Cost: ¥400,000、Indirect Cost: ¥120,000)
Keywords楕円分布 / 楕円対称性 / Stiefel多様体 / Stiefel 多様体 / 一様性検定 / 特殊多様体 / 位置母数 / 楕円母集団 / Stiefel多様体 / 一様分布 / 非母数統計理論 / 方向統計解析理論
Outline of Final Research Achievements

Conventional methods for testing elliptical symmetry have been based on asymptotic normality. In this resarch, we consider a test statistic for elliptical symmetry that has an exact distribution, and derive the exact distribution of which distribution is a uniform distribution on the Stiefle manifold. We also try to construct a procedure based on the test statistics we obtain, and we present them at domestic and international conferences, in addtion, the result is published as a paper in an academic journal.

Academic Significance and Societal Importance of the Research Achievements

正規性を仮定しない多変量解析で母集団モデルとして頻繁に用いられる楕円分布の本質にたどり着けることができた。従来では、検定統計量の分布を、漸近展開を用いて近似式を求めることが主流であったが、本研究では、正確な分布を導き出し、かつ、その本質がStiefel多様体上の一様分布であることを突き止めた。そして、多くの研究者が試みていた「データが楕円母集団から採取されたか否か」の問題に対する一つの解答を与えることができた。これは、複雑化するデータを解析する一助になるものと考えられる。

Report

(7 results)
  • 2023 Annual Research Report   Final Research Report ( PDF )
  • 2022 Research-status Report
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (9 results)

All 2023 2020 2018 Other

All Int'l Joint Research (4 results) Journal Article (3 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 3 results,  Open Access: 3 results) Presentation (2 results) (of which Int'l Joint Research: 1 results)

  • [Int'l Joint Research] カールスルーエ工科大学(ドイツ)

    • Related Report
      2021 Research-status Report
  • [Int'l Joint Research] Karlsruhe Institute of Technology(ドイツ)

    • Related Report
      2020 Research-status Report
  • [Int'l Joint Research] Karlsruhe Institute of Technology(ドイツ)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] Karlsruhe Institute of Technology(ドイツ)

    • Related Report
      2018 Research-status Report
  • [Journal Article] A gamma tail statistic and its asymptotics2023

    • Author(s)
      Iwashita Toshiya、Klar Bernhard
    • Journal Title

      Statistica Neerlandica

      Volume: 78 Issue: 2 Pages: 264-280

    • DOI

      10.1111/stan.12316

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] A necessary test for elliptical symmetry based on the uniform distribution over the Stiefel manifold2020

    • Author(s)
      Toshiya Iwashita and Bernhard Klar
    • Journal Title

      SUT Journal of Marhematics

      Volume: 56 Pages: 129-145

    • NAID

      40022483606

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION2018

    • Author(s)
      A. Shinozaki, H. Hashiguchi and T. Iwashita
    • Journal Title

      Journal of the Japanese Society of Computational Statistics

      Volume: 30 Issue: 2 Pages: 1-12

    • DOI

      10.5183/jjscs.1708001_244

    • NAID

      130007386273

    • ISSN
      0915-2350, 1881-1337
    • Year and Date
      2018-04-20
    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] 楕円対称性の必要性検定2018

    • Author(s)
      岩下登志也
    • Organizer
      科研費シンポジウム「多変量データ解析法における理論と応用」
    • Related Report
      2018 Research-status Report
  • [Presentation] A Necessary test for Elliptical Symmetry2018

    • Author(s)
      Toshiya Iwashita
    • Organizer
      DAGStat
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research

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Published: 2018-04-23   Modified: 2025-01-30  

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