Analysis of Multivariate Distribution from a new standpoint
Project/Area Number |
19530181
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Economic statistics
|
Research Institution | Shinshu University |
Principal Investigator |
SHIINA Yo Shinshu University, 経済学部, 教授 (80242709)
SHIINA Yo (2009) Shinshu University, 経済学部, 教授 (84202709)
|
Project Period (FY) |
2007 – 2010
|
Project Status |
Completed (Fiscal Year 2010)
|
Budget Amount *help |
¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2008: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2007: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
|
Keywords | 多変量正規分布 / ウィシャート分布 / 楕円分布 / 分散共分散行列 / 固有根 / 許容的 / 情報幾何 / 計量経済学 / リーマン幾何学 / AR(1) / 多変量分布 / ベクトル空間 / 微分幾何 / リーマン計量 / 多変量解析 |
Research Abstract |
On multivariate distributions, we have got following results ; 1) For Wishart distributions, we derived the distribution of the sample eigenvalues and eigenvectors when population eigenvalues are block-wise infinitely dispersed. 2) For multivariate normal distributions, we derived an admissible estimator of population eigenvalues with respect to a normalized quadratic loss function. 3) For elliptically contoured distributions, we improved the classical estimator of the population contribution rates.
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Report
(6 results)
Research Products
(10 results)