2014 Fiscal Year Final Research Report
Normality test and celection of multivariate model for high-dimension data
Project/Area Number |
25880017
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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
|
Keywords | 多変量解析 / 高次元データ |
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.
|
Free Research Field |
多変量解析
|