New Development of Statistical Theory in Multivariate Data Analysisand Its Applications
| Project/Area Number |
22500259
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Hiroshima University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
YANAGIHARA Hirokazu 広島大学, 大学院・理学研究科, 准教授 (70342615)
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| Project Period (FY) |
2010 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Keywords | モデル選択 / 多変量回帰モデル / 成長曲線モデル / 正準相関分析 / 判別分析 / 高次元漸近理論 / 多項ロジット回帰 / 環境データ分析 / モデル選択問題 / 経時データ分析問題 / 高次元問題 / 多変量モデルの選択 / プロファイル分析法 / ランダム係数モデル / 平行性モデル / 誤差限界 / 情報量規準 / 平滑化 / 正規対称行列データ |
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| Research Abstract |
In this project we tackled the following important problems in multivariate statistical analysis: (1) Development of statistical inference in quantification methods, (2) Proposals of high-dimensional model selection criteria and study on their properties, (3) Development of statistical inference in analysis of repeated measurement data, (4) Development of statistical inference for multivariate non-linear models, (5) Development of high-dimensional statistical methods and asymptotic theory. Especially, we proposed high-dimensional AIC, etc. Further, we showed that they have consistency property.
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Report
(4 results)
Research Products
(29 results)
