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Research on statistical theory in non-regular multi-dimensional data

Research Project

Project/Area Number 23700343
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Statistical science
Research InstitutionYokohama City University (2012-2013)
Tokyo University of Science (2011)

Principal Investigator

KOIZUMI KAZUYUKI  横浜市立大学, 総合科学部, 助教 (70548148)

Project Period (FY) 2011 – 2013
Project Status Completed (Fiscal Year 2013)
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)
Keywords多変量解析 / 漸近論 / 検定理論
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.

Report

(4 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Research-status Report
  • 2011 Research-status Report
  • Research Products

    (25 results)

All 2014 2013 2012 2011 Other

All Journal Article (6 results) (of which Peer Reviewed: 4 results) Presentation (16 results) Remarks (3 results)

  • [Journal Article] Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework2014

    • Author(s)
      Koizumi,K.,Hyodo,M. and Pavlenko,T.
    • Journal Title

      Journal of Statistical Theory and Practice

      Volume: 8 Pages: 382-399

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Modified Jarque-Bera Type Tests for Multivariate Normality in a High-Dimensional Framework2014

    • Author(s)
      K. Koizumi, M.Hyodo, T.Pavlenko
    • Journal Title

      Journal of Statistical Theory and Practice

      Volume: 8 Issue: 2 Pages: 382-399

    • DOI

      10.1080/15598608.2013.806232

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Measures of multivariate skewness and kurtosis in high-dimensional framework2013

    • Author(s)
      Sumikawa,T.,Koizumi,K. and Seo,T.
    • Journal Title

      Hiroshima Statistical Research Group Technical Report

    • NAID

      120006397903

    • Related Report
      2013 Final Research Report
  • [Journal Article] 正規化変換を用いた総括的な多変量正規性検定統計量の改良2013

    • Author(s)
      澄川琢磨、小泉和之、瀬尾隆
    • Journal Title

      計算機統計学

      Volume: 26 Pages: 33-41

    • NAID

      110009686648

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Measures of multivariate skewness and kurtosis in high-dimensional framework2013

    • Author(s)
      T. SUMIKAWA, K. KOIZUMI, T. SEO
    • Journal Title

      Hiroshima Statistical Research Group Technical Report

      Volume: 13 Pages: 1-22

    • NAID

      120006397903

    • Related Report
      2012 Research-status Report
  • [Journal Article] A new multivariate kurtosis and its asymptotic distribution2011

    • Author(s)
      Miyagawa, C., Koizumi,K. and Seo,T.
    • Journal Title

      SUT Journal of Mathematics

      Volume: 47 Pages: 55-71

    • NAID

      120006397961

    • Related Report
      2013 Final Research Report 2011 Research-status Report
    • Peer Reviewed
  • [Presentation] 共分散構造の近似法2013

    • Author(s)
      小泉和之
    • Organizer
      第11回統計研究会
    • Related Report
      2013 Final Research Report
  • [Presentation] 高次元データに対する多変量歪度及び尖度について2013

    • Author(s)
      脇村真隆、三ツ井誠、小泉和之、瀬尾隆
    • Organizer
      日本計算機統計学会第27回シンポジウム
    • Related Report
      2013 Final Research Report
  • [Presentation] ブロック対角化構造法による多変量歪度及び尖度について2013

    • Author(s)
      脇村真隆、三ツ井誠、小泉和之、瀬尾隆
    • Organizer
      科研費シンポジウム「統計的推測の新展開とその応用」
    • Related Report
      2013 Final Research Report
  • [Presentation] 高次元データに対する多変量歪度及び尖度について2013

    • Author(s)
      脇村 真隆、三ツ井 誠、小泉 和之、瀬尾 隆
    • Organizer
      日本計算機統計学会第27回シンポジウム
    • Place of Presentation
      熊本市民会館
    • Related Report
      2013 Annual Research Report
  • [Presentation] ブロック対角化構造法による多変量歪度及び尖度について2013

    • Author(s)
      脇村 真隆、三ツ井 誠、小泉 和之、瀬尾 隆
    • Organizer
      科研費シンポジウム「統計的推測の新展開とその応用」
    • Place of Presentation
      筑波大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] 新たな多変量尖度を用いた正規性検定統計量の提案2012

    • Author(s)
      澄川琢磨、小泉和之、瀬尾隆
    • Organizer
      2012年度統計関連学会連合大会
    • Related Report
      2013 Final Research Report
  • [Presentation] 標本積率を用いた多変量正規性検定について2012

    • Author(s)
      小泉和之、澄川琢磨
    • Organizer
      科研費シンポジウム「統計科学における深化と横断的展開」
    • Related Report
      2013 Final Research Report
  • [Presentation] Cornish-Fisher展開を用いた多変量JB型統計量の改良2012

    • Author(s)
      澄川琢磨、小泉和之、瀬尾隆
    • Organizer
      日本計算機統計学会第26回シンポジウム
    • Related Report
      2013 Final Research Report
  • [Presentation] Asymptotic approximation for the EPMC of the linear discriminant function based on two-step monotone missing data under ahigh-dimensionalframework2011

    • Author(s)
      小泉和之、首藤信通
    • Organizer
      2011年度統計関連学会連合大会
    • Related Report
      2013 Final Research Report
  • [Presentation] On some tests for assessing multivariate normality based on sample skewness andkurtosis2011

    • Author(s)
      齋藤めい、澄川琢磨、小泉和之、瀬尾隆
    • Organizer
      経験尤度法と判別・分類解析の理論と応用
    • Related Report
      2013 Final Research Report
  • [Presentation] Asymptotic approximation for the EPMC of the linear discriminant function based on two-step monotone missing data under a high-dimensional framework2011

    • Author(s)
      小泉和之、首藤信通
    • Organizer
      2011年度統計関連学会連合大会
    • Place of Presentation
      九州大学
    • Related Report
      2011 Research-status Report
  • [Presentation] On some tests for assessing multivariate normality based on sample skewness and kurtosis2011

    • Author(s)
      齋藤めい、澄川琢磨、小泉和之、瀬尾隆
    • Organizer
      経験尤度法と判別・分類解析の理論と応用
    • Place of Presentation
      和歌山ビッグ愛
    • Related Report
      2011 Research-status Report
  • [Presentation] 新たな多変量尖度を用いた正規性検定統計量の提案

    • Author(s)
      澄川 琢磨, 小泉 和之, 瀬尾 隆
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Related Report
      2012 Research-status Report
  • [Presentation] 標本積率を用いた多変量正規性検定について

    • Author(s)
      小泉 和之, 澄川 琢磨
    • Organizer
      科研費シンポジウム「統計科学における深化と横断的展開」
    • Place of Presentation
      松江テルサ
    • Related Report
      2012 Research-status Report
  • [Presentation] Cornish-Fisher 展開を用いた多変量JB 型統計量の改良

    • Author(s)
      澄川 琢磨, 小泉 和之, 瀬尾 隆
    • Organizer
      日本計算機統計学会第26回シンポジウム
    • Place of Presentation
      東京大学
    • Related Report
      2012 Research-status Report
  • [Presentation] 共分散構造の近似法

    • Author(s)
      小泉 和之
    • Organizer
      第11回統計研究会
    • Place of Presentation
      東京理科大学
    • Related Report
      2012 Research-status Report
  • [Remarks] Researchmap

    • URL

      http://researchmap.jp/7000003348/

    • Related Report
      2013 Annual Research Report
  • [Remarks] Read & Researchmap

    • URL

      http://researchmap.jp/7000003348/

    • Related Report
      2012 Research-status Report
  • [Remarks]

    • URL

      http://www.tus.ac.jp/ridai/doc/ji/RIJIA01Detail.php?act=nam&kin=ken&diu=A17708

    • Related Report
      2011 Research-status Report

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Published: 2011-08-05   Modified: 2019-07-29  

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