2010 Fiscal Year Final Research Report
Analysis of Multivariate Distribution from a new standpoint
| Project/Area Number |
19530181
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Shinshu University |
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Principal Investigator |
SHIINA Yo Shinshu University, 経済学部, 教授 (80242709)
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| Project Period (FY) |
2007 – 2010
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| Keywords | 多変量正規分布 / ウィシャート分布 / 楕円分布 / 分散共分散行列 |
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| Research Abstract |
On multivariate distributions, we have got following results ; 1) For Wishart distributions, we derived the distribution of the sample eigenvalues and eigenvectors when population eigenvalues are block-wise infinitely dispersed. 2) For multivariate normal distributions, we derived an admissible estimator of population eigenvalues with respect to a normalized quadratic loss function. 3) For elliptically contoured distributions, we improved the classical estimator of the population contribution rates.
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