A study of robustness for testing problem under non-normality for high-dimensional data
| Project/Area Number |
23740085
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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 |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Nihon University (2013)
The Institute of Statistical Mathematics (2011-2012) |
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Principal Investigator |
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| Project Period (FY) |
2011 – 2012
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| Project Status |
Completed (Fiscal Year 2013)
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| Budget Amount *help |
¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Keywords | 多変量解析 / 統計的推測論 / 高次元データ / 統計数学 / 統計的推測 / 国際情報交換 / 国際情報交流 |
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| Research Abstract |
This study is concerned with the statistical testing problem for high-dimensional data. Firstly, we dealt with the problem for testing homogeneity of mean vectors, that is, testing that all mean vectors are equal. Under the condition that the population distribution is multivariate normal, testing criterion was being proposed. Through the simulation study, I confirmed that the precision of the testing criterion gets worth when the population distribution is multivariate t. I proposed other testing statistic under a generalized population distribution which contains multivariate normal. In addition, we proposed a testing criterion for testing multivariate normality for high-dimensional data. Through simulation, we validate that the precisions of the proposals become well as the sample size and the dimension are large.
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Report
(4 results)
Research Products
(8 results)
