Normality test and celection of multivariate model for high-dimension data

• Project/Area Number: 25880017
• Research Category: Grant-in-Aid for Research Activity Start-up
• Allocation Type: Single-year Grants
• Research Field: Statistical science
• Research Institution: Tokyo University of Science
• Principal Investigator: ENOMOTO Rie 東京理科大学, 理学部, 助教 (30711767)
• Project Period (FY): 2013-08-30 – 2015-03-31
• Project Status: Completed (Fiscal Year 2014)
• Budget Amount: ¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000); Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000); Fiscal Year 2013: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
• Keywords: 多変量解析 / 高次元データ / 統計科学

Outline of Final Research Achievements

Our studies are normality test statistics and information criteria for growth curve model. For growth curve model, we proposed the information criteria under high-dimension or under both group and sample size is large. We discussed consistency properties many information criteria, respectively. Our results are checked numerically by conducting a Monte Carlo simulation.

Research Products

• [Journal Article] Consistency properties of AIC, BIC, Cp and their modifications in the growth curve model under a large-(q;n) framework (2015)
  • Author(s): Enomoto, R., Sakurai, T. and Fujikoshi, Y.
  • Journal Title: SUT Journal of Mathematics Volume: 51
  • NAID: 120006397883
  • Peer Reviewed / Acknowledgement Compliant
• [Journal Article] High-dimensional AIC in the growth curve model (2013)
  • Author(s): Yasunori Fujikoshi、Rie Enomoto、Tetsurou Sakurai
  • Journal Title: Journal of Multivariate Analysis Volume: 122 Pages: 239-250
  • DOI: 10.1016/j.jmva.2013.07.006
  • Peer Reviewed
• [Journal Article] Consistency of AIC and its modification in the growth curve model under a large-(q, n) framework (2013)
  • Author(s): Rie Enomoto, Tetsuro Sakurai and Yasunori Fujikoshi
  • Journal Title: SUT Journal of Mathematics Volume: 49 Pages: 93-107
  • NAID: 120006397922
  • Peer Reviewed
• [Presentation] 成長曲線モデルにおける各規準量の高次元一致性 (2014)
  • Author(s): 榎本 理恵，櫻井 哲朗，藤越 康祝
  • Organizer: 2014年度統計関連学会連合大会
  • Place of Presentation: 東京大学 本郷キャンパス
  • Year and Date: 2014-09-14
• [Presentation] 成長曲線モデルにおける各規準量の高次元漸近分布
  • Author(s): 榎本 理恵，櫻井 哲朗，藤越 康祝
  • Organizer: 統計関連学会連合大会
  • Place of Presentation: 大阪大学 豊中キャンパス
• [Presentation] The omnibus test statistics for normality based on sample moments
  • Author(s): 榎本 理恵，岡本 直也
  • Organizer: 統計関連学会連合大会
  • Place of Presentation: 大阪大学 豊中キャンパス