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Study on robust statistical hypothesis testing procedures in high-dimensional settings

Research Project

Project/Area Number 26730020
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Statistical science
Research InstitutionSenshu University

Principal Investigator

NISHIYAMA Takahiro  専修大学, 経営学部, 准教授 (30516472)

Research Collaborator HYODO Masashi  
Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords仮説検定 / 多重比較 / 高次元漸近理論 / 高次元データ / 漸近理論 / 高次元漸近論
Outline of Final Research Achievements

In this study, we discussed the statistical hypothesis testing for mean vector and for covariance structure in high-dimensional settings. In particular, we derived some results concerning with following 3 topics. 1. Statistical hypothesis testing for mean vector in high-dimensional settings. 2. Multivariate multiple comparisons among mean vector for high-dimensional data under non-normality. 3. Statistical hypothesis testing for covariance structure in high-dimensional settings.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (24 results)

All 2017 2016 2015 2014 Other

All Journal Article (11 results) (of which Peer Reviewed: 9 results,  Acknowledgement Compliant: 7 results,  Open Access: 2 results) Presentation (11 results) (of which Int'l Joint Research: 2 results) Remarks (2 results)

  • [Journal Article] A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large2017

    • Author(s)
      Masashi Hyodo and Takahiro Nishiyama
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: 46 Issue: 7 Pages: 3526-3541

    • DOI

      10.1080/03610926.2015.1066812

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Testing block-diagonal covariance structure for high-dimensional data under non-normality2017

    • Author(s)
      Yuki Yamada, Masashi Hyodo and Takahiro Nishiyama
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 155 Pages: 305-316

    • DOI

      10.1016/j.jmva.2016.12.009

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Bartlett correction to the likelihood ratio test for MCAR with two-step monotone sample2017

    • Author(s)
      Nobumichi Shutoh, Takahiro Nishiyama and Masashi Hyodo
    • Journal Title

      Statistica Neerlandica

      Volume: 印刷中 Issue: 3 Pages: 184-199

    • DOI

      10.1111/stan.12106

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Simultaneous testing of the mean vector and the covariance matrix for high-dimensional data2017

    • Author(s)
      Masashi Hyodo and Takahiro Nishiyama
    • Journal Title

      Technical Report, Statistical Research Group, Hiroshima University

      Volume: No.17-06 Pages: 1-40

    • Related Report
      2016 Annual Research Report
    • Acknowledgement Compliant
  • [Journal Article] On test statistics in profile analysis with high-dimensional data2016

    • Author(s)
      Mizuki Onozawa, Takahiro Nishiyama and Takashi Seo
    • Journal Title

      Communications in Statistics - Simulation and Computation

      Volume: 45 Issue: 10 Pages: 3716-3743

    • DOI

      10.1080/03610918.2014.953686

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Testing block-diagonal covariance structure for high-dimensional data under non-normality2016

    • Author(s)
      Masashi Hyodo, Takahiro Nishiyama
    • Journal Title

      Technical Report, Statistical Research Group, Hiroshima University

      Volume: No.16-04 Pages: 1-54

    • Related Report
      2015 Research-status Report
    • Acknowledgement Compliant
  • [Journal Article] 共分散行列の逆行列の不偏推定量の改良2015

    • Author(s)
      兵頭 昌,渡邉 弘己,西山 貴弘
    • Journal Title

      計算機統計学

      Volume: 28 Pages: 3-17

    • NAID

      130005631730

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Testing block-diagonal covariance structure for high-dimensional data2015

    • Author(s)
      Masashi Hyodo, Nobumichi Shutoh Takahiro Nishiyama, Tatjiana Pavlenko
    • Journal Title

      Statistica Neerlandica

      Volume: 69 Issue: 4 Pages: 460-482

    • DOI

      10.1111/stan.12068

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] 高次元枠組みにおける平均ベクトル間の多変量多重比較法2015

    • Author(s)
      西山 貴弘,兵頭 昌
    • Journal Title

      日本統計学会誌

      Volume: 44 Pages: 341-362

    • NAID

      110009930634

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Multiple comparisons among mean vectors when the dimension is larger than the total sample size2014

    • Author(s)
      Masashi Hyodo, Sho Takahashi, Takahiro Nishiyama
    • Journal Title

      Communications in Statistics - Simulation and Computation

      Volume: 43 Issue: 10 Pages: 2283-2306

    • DOI

      10.1080/03610918.2012.762387

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] Recent developments of multivariate multiple comparisons among mean vectors2014

    • Author(s)
      Takahiro Nishiyama, Masashi Hyodo, Takashi Seo
    • Journal Title

      SUT Journal of Mathematics

      Volume: 50 Pages: 247-270

    • NAID

      120006397890

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Presentation] Bartlett correction to the likelihood ratio test for MCAR with two-step monotone missing data2016

    • Author(s)
      首藤 信通, 西山 貴弘, 兵頭 昌
    • Organizer
      科研費シンポジウム「統計科学における数理と理論の最先端について」
    • Place of Presentation
      北海道大学
    • Year and Date
      2016-10-29
    • Related Report
      2016 Annual Research Report
  • [Presentation] Simultaneous testing of the mean vector and the covariance matrix for high-dimensional data2016

    • Author(s)
      兵頭 昌, 西山 貴弘
    • Organizer
      科研費シンポジウム「統計科学における数理と理論の最先端について」
    • Place of Presentation
      北海道大学
    • Year and Date
      2016-10-29
    • Related Report
      2016 Annual Research Report
  • [Presentation] 高次元かつ大標本における平均ベクトルと共分散行列の同時検定について2016

    • Author(s)
      兵頭 昌, 西山 貴弘
    • Organizer
      日本数学会秋季総合分科会
    • Place of Presentation
      関西大学
    • Year and Date
      2016-09-17
    • Related Report
      2016 Annual Research Report
  • [Presentation] Modified likelihood ratio test for MCAR with two-step monotone missing data2016

    • Author(s)
      西山 貴弘, 首藤 信通, 兵頭 昌
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      金沢大学
    • Year and Date
      2016-09-06
    • Related Report
      2016 Annual Research Report
  • [Presentation] Test for covariance structure for high-dimensional data under non-normality2016

    • Author(s)
      Takahiro Nishiyama, Yuki Yamada and Masashi Hyodo
    • Organizer
      International Conference on Computational Statistics
    • Place of Presentation
      Auditorio Principe Felipe, Oviedo, Spain
    • Year and Date
      2016-08-25
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 高次元枠組みにおける共分散構造に関する検定について2015

    • Author(s)
      西山 貴弘,山田 雄紀,兵頭 昌
    • Organizer
      科研費シンポジウム「多様な分野における統計科学の新展開」
    • Place of Presentation
      富山県民会館
    • Year and Date
      2015-10-25
    • Related Report
      2015 Research-status Report
  • [Presentation] Testing independence among populations for high-dimensional data2015

    • Author(s)
      Takahiro Nishiyama, Masashi Hyodo, Nobumichi Shutoh
    • Organizer
      Eighth International Workshop on Simulation
    • Place of Presentation
      University of Natural Resources and Life Sciences, Vienna, Austria
    • Year and Date
      2015-09-22
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Test for block-diagonal covariance structure in high dimension under non-normality2015

    • Author(s)
      西山 貴弘,山田 雄紀,兵頭 昌
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学
    • Year and Date
      2015-09-08
    • Related Report
      2015 Research-status Report
  • [Presentation] Test for covariance structure in high-dimensional settings2014

    • Author(s)
      西山 貴弘,兵頭 昌,首藤 信通
    • Organizer
      Workshop on Statistical Methods for Large Complex Data
    • Place of Presentation
      筑波大学
    • Year and Date
      2014-11-12
    • Related Report
      2014 Research-status Report
  • [Presentation] Testing the block-diagonal covariance structure for high-dimensional data2014

    • Author(s)
      西山 貴弘,兵頭 昌,首藤 信通,Tatjana Pavlenko
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学
    • Year and Date
      2014-09-16
    • Related Report
      2014 Research-status Report
  • [Presentation] Pairwise comparisons among mean vectors in high dimension under non-normality2014

    • Author(s)
      Takahiro Nishiyama, Masashi Hyodo
    • Organizer
      International Conference on Computational Statistics
    • Place of Presentation
      Centre International De Conference Geneve, Geneve, Switzerland
    • Year and Date
      2014-08-19
    • Related Report
      2014 Research-status Report
  • [Remarks] 専修大学研究者情報データベース

    • URL

      http://reach.acc.senshu-u.ac.jp/Nornir/search.do;jsessionid=DFEF0ABF9C05AB77E27E8D4AB6F0A6E2?type=v01&uid=1208470

    • Related Report
      2016 Annual Research Report
  • [Remarks] 専修大学研究者情報データベース

    • URL

      http://reach.acc.senshu-u.ac.jp/Nornir/search.do?type=v01&uid=1208470

    • Related Report
      2015 Research-status Report 2014 Research-status Report

URL: 

Published: 2014-04-04   Modified: 2018-03-22  

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