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Nonparametric Statistical Methods in Multivariate Analysis

Research Project

Project/Area Number 63530015
Research Category

Grant-in-Aid for General Scientific Research (C)

Allocation TypeSingle-year Grants
Research Field 統計学
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

HIRANO Katuomi  Inst. Statist. Math., Dept. Fund. Statist. Theory, Prof., 統計基礎研究系, 教授 (30000186)

Co-Investigator(Kenkyū-buntansha) NIKI Naoto  Kyushu University, Faculty of Sciences, Assoc. Prof., 理学部, 助教授 (10000209)
SHIMIZU Ryoichi  Inst. Statist. Math., Dept. Fund. Statist. Theory, Prof., 統計基礎研究系, 教授 (10000192)
KONISHI Sadanori  Inst. Statist. Math., Dept. Fund. Statist. Theory, Assoc. Prof., 統計基礎研究系, 助教授 (40090550)
安芸 重雄  統計数理研究所, 統計基礎研究系, 助手 (90132696)
Project Period (FY) 1988 – 1990
Project Status Completed (Fiscal Year 1990)
Budget Amount *help
¥2,200,000 (Direct Cost: ¥2,200,000)
Fiscal Year 1990: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 1989: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 1988: ¥800,000 (Direct Cost: ¥800,000)
KeywordsNonparametric methods / Multivariate analysis / Bootstrap methods / Scale mixture of multivariate random vector / Asymptotic expansions / Discrete distributions / Confidence intervals / Familial data / ノンパラメトリック統計手法 / ブ-トストラップ / スケ-ル分布族 / 多変量尺度混合 / リサンプリング / ナイル河問題 / ブートストラップ / 数式処理
Research Abstract

The purpose of the research is to investigate the nonparametric statistical procedures in multivariate analysis. The followings are the main results obtained through this research project extending over three years.
1. Inference procedures for the intraclass and interclass correlations were investigated in the multivariate context of familial data, for which measurements are taken on several characteristics. Multivariate measures of interclass and intraclass correlations were proposed to assess the degree of resemblances among family members with respect to more than one characteristic. Unified estimators for the multivariate measures were proposed as the eigenvalues of certain random matrices constructed by the matrices of the weighted sums of squares and products of observations.
2. Asymptotic expansions were derived for the distributions of the scale mixtures of a multivariate random vector. Their error bounds were also obtained. The results were applied to the asymptotic distribution of the MLE in a general MANOVA model.
3. Properties of some discrete distributions were investigated. It was also discussed how to calculate maximum likelihood estimates of parameters of the discrete distributions of order k.
4. The problem of constructing approximate confidence intervals for functional parameters was considered in a nonparametric model. A unified approach to a normalizing transformation theory was provided, and the result was used to construct confidence intervals with second order accuracy. The relationship between the bootstrap methods and the proposed procedure was also investigated.

Report

(4 results)
  • 1990 Annual Research Report   Final Research Report Summary
  • 1989 Annual Research Report
  • 1988 Annual Research Report
  • Research Products

    (41 results)

All Other

All Publications (41 results)

  • [Publications] Hirano,K.: "On Ling's binomial and negative binomial distributions of order k" Statistics and Probability Letters. 11. (1991)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] 岩瀬 晃盛: "べき逆ガウス型分布とその応用" 応用統計学. 19. 163-176 (1991)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] Konishi,S.: "Inferences interclass and intraclass correlations in multivariate familial data" Annal of the Inshitute Statistical Mathematics. 42. 561-580 (1990)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] Konishi,S.: "Inferences on multivariate measures of interclass and intraclass correlations in familial data" Journal of the Royal Statistical Society. (1991)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] Fujikoshi,Y.: "Asymptotic expansions of some distributions and their error bounds ーThe distributions of sum of independent random variables and scale mixtures" Sugaku Exposition. 3. 75-96 (1990)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] Niki,N.: "Cumulants of random sum distributions" Communications in Statistics,Theory and Methods. 19. 1857-1861 (1990)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] K. Hirano and K. Iwase. Minimum Risk Scale Equivariant Estimator: "Estimating the Mean of an Inverse Gaussian Distribution with Known Coefficient of Variation." Communications in Statistics, Theory and Methods. Vol. 18. 189-197 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] S. Aki and K. Hirano.: "Estimation of Parameters in the Discrete Distributions of Order k." Annals of the Institute of Statistical Mathematics. Vol. 41. 47-61 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] K. Hirano and K. Iwase: "Conditional Information for an Inverse Gaussian Distribution with Known Coefficient of Variation." Annals of the Institute of Statistical Mathematics. Vol. 41. 279-287 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] K. Hirano, S. Aki, N. Kashiwagi and H. Kuboki: "On Ling's Binomial and Negative Binomial Distributions of Order k" Statistics and Probability Letters. (1991)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] K. Hirano and K. Iwase: "On Fisher's Problem of the Nile" Research Memorandum. No. 389. (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] K. Iwase and K. Hirano: "On Scale Problem" Research Memorandum. No. 394. (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] S. Konishi, N. Niki and A. K. Gupta: "Asymptotic Expansions for the Distribution of Quadratic Forms in Normal Variables" Annals of the Institute of Statistical Mathematics. Vol. 40. 279-296 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] S. Konishi: "Comparision of Procedures for Estimation of Error Rates in Discriminate Analysis under Nonnormal Populations" Journal of Statistical Computation and Simulation. Vol. 40. 105-115 (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] S. Konishi: "Inferences on Interclass and Intraclass Correlations in Multivariate Familial Data" Annals of the Institute of Statistical Mathematics. Vol. 42. 561-580 (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] S. Konishi: "Inferences on Multivariate Measures of Interclass and Interclass Correlations in Familial Data" Journal of the Royal Statistical Society. (1991)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] Y. Fujikoshi and R. Shimizu: "Asymptotic Expansion of Some Mixtures of the Multivariate Normal Distribution and Other Error Bounds" Annals of Statistics. 17. 1124-1132 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] Y. Fujikoshi and R. Shimizu: "Asymptotic Expansions of Some Distributions and Their Error Bounds- The Distributions of Sums of Independent Random Variables and Scale Mixtures-" Sugaku Expositions. 3. 75-96 (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N. Niki: "Algorithms on the Representation of Multi-System Symmetric Polynomials and Their Applications in Statistics" Proceedings of the 11th International Symposium Computer at the University Cavtal Yugoslavia. (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N. Niki: "Maximum Entropy Principle in Probabilistic Logic" Proceedings of the 3rd Japan China Symposium on Statistics, Soka University. (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] S. Nakagawa and N. Niki: "Derivation of the Distributions of Regression Coefficient by Using Computer Algebra."

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N. Niki, S. Nakagawa and H. Inoue: "Cumulanta of Random Sum Distributions" Communications in Statistics, Theory and Methods. 19. 1857-1861 (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N. Niki: "Kinetic Interpretation of Asymptitic Proximities" Statistical Methods and Data Analysis (Ed. N. Niki). 29-32 (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Takahashi, and N. Niki: "Use of Algebra System for Existence Problem of Solutions" Research Report No. 114. (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Takahashi, S. Nakagawa and N. Niki: "On a Normal Form of Non-singular Surfaces in the Three Dimensional Projective Space" Eng. Sci. Repts., Kyushu Univ.Vol. 12, No. 4. (1991)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] Hirano,K.: "On Ling's binomial and negative binomial distributions of order k" Statistics and Probability Letters. 11. (1991)

    • Related Report
      1990 Annual Research Report
  • [Publications] 岩瀬 晃盛: "べき逆ガウス型分布とその応用" 応用統計学. 19. (1991)

    • Related Report
      1990 Annual Research Report
  • [Publications] Konishi,S.: "Inferences on interclass and intraclass correlations in multivariate familial data" Annal of the Institute Statistical Mathematics. 42. 561-580 (1990)

    • Related Report
      1990 Annual Research Report
  • [Publications] Konishi,S.: "Inferences on multivariate measures of intericlass and intraclass correlations in familial data" Journal of the Rayal Statistical Society. (1991)

    • Related Report
      1990 Annual Research Report
  • [Publications] Fujikoshi,Y.: "Asymptotic expansions of some distributions and their error boundsーThe distributions of sum of independent random variables and scale mixtures" Sugaku Exposition. 3. 75-96 (1990)

    • Related Report
      1990 Annual Research Report
  • [Publications] Niki,N.: "Cumulants of random sum distributions" Communications in Statistics,Theory and Methods. 19. 1857-1861 (1990)

    • Related Report
      1990 Annual Research Report
  • [Publications] Hirano,K: "Conditional information for an inverse Gaussian distribution with known coefficient of variation" Annals of the Institute of Statistical Mathematics. 41. 279-287 (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] Hirano,K: "Discrete distributions related Ling's binomial distribution of order k" Research Memorandum The Institute of Statistical Mathematics. 375. (1990)

    • Related Report
      1989 Annual Research Report
  • [Publications] Konishi,S.: "Comparison of procedures for estimation of error rares in discriminant analysis under nonnormal populations" Technical Report No.89ー15,Center for Multivariate Analysis,Pennsylvania State University. (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] Konishi,S: "Inferences on principal components in multivariate familial data" Technical Report No.89ー18,Center for Multivariate Analysis,Pennsylvania state University. (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] Shimizu,R: "Expansion of scale mixtures of the gamma distribution" Journal of Statistical Planning and Inference. 21. 305-314 (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] Fujikoshi,Y.: "Asymptotic expansions of some mixtures of the multivariate normal distributon and their error bounds" The Annals of Statistics. 17. 1124-1132 (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] Hirano,K.: Communications in Statistics Theory and Methods. 18. 189-197 (1989)

    • Related Report
      1988 Annual Research Report
  • [Publications] 小西貞則: 第56回日本統計学会 講演報告集. 38-39 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] 安芸重雄: 第56回日本統計学会 講演報告集. 136-137 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] 仁木直人: 第56回日本統計学会 講演報告集. 26-27 (1988)

    • Related Report
      1988 Annual Research Report

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Published: 1988-04-01   Modified: 2016-04-21  

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