Research on statistical theory in non-regular multi-dimensional data
| Project/Area Number |
23700343
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Multi-year Fund |
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| Research Field |
Statistical science
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| Research Institution | Yokohama City University (2012-2013)
Tokyo University of Science (2011) |
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Principal Investigator |
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| Project Period (FY) |
2011 – 2013
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| Project Status |
Completed (Fiscal Year 2013)
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| Budget Amount *help |
¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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| Keywords | 多変量解析 / 漸近論 / 検定理論 |
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| Research Abstract |
We consider the multivariate statistical theory with missing data and the multivariate normality test. In particular we focus on discriminant analysis with missing data. We derive an estimator of variance parameter with monotone missing data. And by using this estimator, we improve the asymptotic approximation for the EPMC of linear discriminant function.
Further, we give two types of improved statistic for assessing multivariate normality in high-dimensional data. And we propose a new estimator for variance-covariance matrix in high-dimensional data by using AIC and gLasso estimator.
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Report
(4 results)
Research Products
(25 results)
