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Development of Multivariate Statistical Procedure for High Dimensional and Missing Data and Its Application

Research Project

Project/Area Number 26330050
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionTokyo University of Science

Principal Investigator

SEO Takashi  東京理科大学, 理学部第一部数理情報科学科, 教授 (00266909)

Co-Investigator(Renkei-kenkyūsha) NISHIYAMA Takahiro  専修大学, 経営学部, 准教授 (30516472)
KOIZUMI Kazuyuki  横浜市立大学, 国際総合科学部, 准教授 (70548148)
SHUTOH Nobumichi  神戸大学, 大学院海事科学研究科, 講師 (00634099)
HYODO Masashi  大阪府立大学, 工学(系)研究科(研究院), 准教授 (00711764)
Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2016: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2015: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2014: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywords統計科学 / 統計数学 / 統計理論 / 多変量解析法 / 多変量解析 / 漸近展開 / 尤度比検定 / 欠損データ / 欠測値データ
Outline of Final Research Achievements

On the development of statistical inference theory and test procedure for missing data, in particular, test for mean vectors and simultaneous test for mean vectors and covariance matrices were treated. New modified likelihood ratio test statistics under the general step monotone missing data and multi-sample problem were derived using asymptotic expansion theory. The discriminant analysis under the high dimensional data were considered and obtained some new results. For the multivariate normality test, the results by comparing with previous test procedures under the complete data were given by Monte Carlo simulation.

Report

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

    (45 results)

All 2017 2016 2015 2014

All Journal Article (16 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 11 results,  Acknowledgement Compliant: 13 results,  Open Access: 4 results) Presentation (29 results) (of which Int'l Joint Research: 3 results)

  • [Journal Article] Tests for normal mean vectors with monotone incomplete data2017

    • Author(s)
      Ayaka Yagi, Takashi Seo
    • Journal Title

      American Journal of Mathematical and Management Sciences

      Volume: 36 Issue: 1 Pages: 1-20

    • DOI

      10.1080/01966324.2016.1236712

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] A Monte Carlo comparison of Jarque-Bera type tests and Henze-Zirkler test of multivariate normality2017

    • Author(s)
      Zofia Hanusz, Rie Enomoto, Takashi Seo, Kazuyuki Koizumi
    • Journal Title

      Communications in Statistics - Simulation and Computation

      Volume: 印刷中 Issue: 5 Pages: 1439-1452

    • DOI

      10.1080/03610918.2017.1315771

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] On the likelihood ratio test for the equality of multivariate normal populations with two-step monotone missing data2016

    • Author(s)
      Miki Hosoya, Takashi Seo
    • Journal Title

      Journal of Statistical Theory and Practice

      Volume: 10 Issue: 4 Pages: 673-692

    • DOI

      10.1080/15598608.2016.1215942

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] A test for subvector of mean vector with two-step monotone missing data2016

    • Author(s)
      Tamae Kawasaki, Takashi Seo
    • Journal Title

      SUT Journal of Mathematics

      Volume: 52 Pages: 21-39

    • NAID

      120006393878

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Modified likelihood ratio tests in a one-way MANOVA with monotone missing data2016

    • Author(s)
      Ayaka Yagi, Takashi Seo, Muni S. Srivastava
    • Journal Title

      Technical Report, Statistical Research Group, Hiroshima University, Hiroshima, Japan

      Volume: 17 Pages: 1-20

    • Related Report
      2016 Annual Research Report
    • Open Access / Acknowledgement Compliant
  • [Journal Article] A modified likelihood ratio test for a mean vector with monotone missing data2016

    • Author(s)
      Ayaka Yagi, Takashi Seo, Muni S. Srivastava
    • Journal Title

      Technical Report, Statistical Research Group, Hiroshima University, Hiroshima, Japan

      Volume: 8 Pages: 1-13

    • Related Report
      2016 Annual Research Report
    • Open Access / Acknowledgement Compliant
  • [Journal Article] Bias correction for T2 type statistic with two-step monotone missing data2016

    • Author(s)
      Tamae Kawasaki and Takashi Seo
    • Journal Title

      Statistics

      Volume: 50 Issue: 1 Pages: 76-88

    • DOI

      10.1080/02331888.2015.1060238

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] On the Likelihood Ratio Test for the Equality of Multivariate Normal Populations with Two-step Monotone Missing Data2016

    • Author(s)
      Miki Hosoya and Takashi Seo
    • Journal Title

      Technical Report, Statistical Research Grourp, Hiroshima University

      Volume: 1 Pages: 1-25

    • Related Report
      2015 Research-status Report
    • Acknowledgement Compliant
  • [Journal Article] Simultaneous Testing of Mean Vectors and Covariance Matrices with Monotone Missing Data2016

    • Author(s)
      Ayaka Yagi, Ryoko Yamaguchi and Takashi Seo
    • Journal Title

      Technical Report, Statistical Research Grourp, Hiroshima University

      Volume: 2 Pages: 1-20

    • Related Report
      2015 Research-status Report
    • Acknowledgement Compliant
  • [Journal Article] Simultaneous testing of the mean vector and the covariance matrix with two-step monotone missing data2015

    • Author(s)
      Takashi Seo and Miki Hosoya
    • Journal Title

      SUT Journal of Mathematics

      Volume: 51 Pages: 83-98

    • NAID

      120006397884

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Tests for equality of mean vectors and simultaneous confidence intervals with two-step or three-step monotone missing data patterns2015

    • Author(s)
      Ayaka Yagi and Takashi Seo
    • Journal Title

      American Journal of Mathematical and Management Sciences

      Volume: 34 Issue: 3 Pages: 213-233

    • DOI

      10.1080/01966324.2015.1020403

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data2015

    • Author(s)
      Hiroki Watanabe, Masashi Hyodo, Takashi Seo, Tatjana Pavlenko
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 140 Pages: 234-144

    • DOI

      10.1016/j.jmva.2015.05.008

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] Approximate interval estimation for EPMC for improved linear discriminant rule under high dimensional frame work2015

    • Author(s)
      Masashi Hyodo, Tomohiro Mitani, Tetsuto Himeno and Takashi Seo
    • Journal Title

      SUT Journal of Mathematics

      Volume: 51 Pages: 145-179

    • NAID

      120006397874

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A likelihood ratio test for subvector of mean vector with two-step monotone missing data2015

    • Author(s)
      Tamae Kawasaki and Takashi Seo
    • Journal Title

      Technical Report, Statistical Research Grourp, Hiroshima University

      Volume: 12 Pages: 1-18

    • Related Report
      2015 Research-status Report
    • Acknowledgement Compliant
  • [Journal Article] A two sample test for mean vectors with unequal covariance matrices2015

    • Author(s)
      Kawasaki Tamae and Seo Takashi
    • Journal Title

      Communications in Statistics - Simulation and Computation

      Volume: 44巻 Issue: 7 Pages: 1850-1866

    • DOI

      10.1080/03610918.2013.824587

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] A TEST FOR MEAN VECTOR AND SIMULTANEOUS CONFIDENCE INTERVALS WITH THREE-STEP MONOTONE MISSING DATA2014

    • Author(s)
      AYAKA YAGI and TAKASHI SEO
    • Journal Title

      American Journal of Mathematical and Management Sciences

      Volume: 33巻 Issue: 3 Pages: 161-175

    • DOI

      10.1080/01966324.2014.911670

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] On the Null Distribution of the Simplified T^2 Statistic with Monotone Missing Data2017

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      西東京統計研究会
    • Place of Presentation
      専修大学(神奈川県川崎市)
    • Year and Date
      2017-03-15
    • Related Report
      2016 Annual Research Report
  • [Presentation] 単調欠測データの下での平均ベクトルに関する検定問題2016

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      ワークショップ「数理統計ひこね2016」
    • Place of Presentation
      滋賀大学(滋賀県彦根市)
    • Year and Date
      2016-12-02
    • Related Report
      2016 Annual Research Report
  • [Presentation] A Test for Zero Correlation with Monotone Missing Data2016

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      プラサ ヴェルデ(静岡県沼津市)
    • Year and Date
      2016-11-25
    • Related Report
      2016 Annual Research Report
  • [Presentation] The null distribution of the LRT statistic for mean vectors with monotone missing data2016

    • Author(s)
      Ayaka Yagi, Takashi Seo
    • Organizer
      ICOSDA (International Conference on Statistical Distributions and Applications) 2016
    • Place of Presentation
      Crowne Plaza, Niagara Falls-Fallsview Hotel (カナダ)
    • Year and Date
      2016-10-16
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 単調欠測データの下での分散共分散行列の検定における尤度比検定統計量について2016

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本数学会
    • Place of Presentation
      関西大学(大阪府吹田市)
    • Year and Date
      2016-09-18
    • Related Report
      2016 Annual Research Report
  • [Presentation] 多標本問題における単調欠測データの下での平均ベクトルの尤度比検定統計量の漸近分布2016

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      金沢大学(石川県金沢市)
    • Year and Date
      2016-09-05
    • Related Report
      2016 Annual Research Report
  • [Presentation] 2標本問題における単調欠測データの下での平均ベクトルの尤度比検定統計量の帰無分布2016

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      ハートピア京都(京都府京都市)
    • Year and Date
      2016-05-19
    • Related Report
      2016 Annual Research Report
  • [Presentation] 単調欠測データをもつ平均ベクトルの検定における尤度比検定統計量について2016

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本数学会
    • Place of Presentation
      筑波大学
    • Year and Date
      2016-03-19
    • Related Report
      2015 Research-status Report
  • [Presentation] 2-step単調欠測データのもとでのT2型統計量の帰無分布におけるカイ二乗近似2016

    • Author(s)
      川崎 玉恵, 瀬尾 隆
    • Organizer
      応用統計学会
    • Place of Presentation
      統計数理研究所
    • Year and Date
      2016-03-17
    • Related Report
      2015 Research-status Report
  • [Presentation] 2-step単調欠測データにおけるT^2型検定統計量の帰無分布に対する漸近展開2016

    • Author(s)
      川崎 玉恵,首藤 信通,瀬尾 隆
    • Organizer
      日本統計学会春季集会
    • Place of Presentation
      東北大学
    • Year and Date
      2016-03-05
    • Related Report
      2015 Research-status Report
  • [Presentation] Likelihood Ratio Test for Equality of Multivariate Normal Populations with Two-step Monotone Missing Data2016

    • Author(s)
      細谷 美貴,瀬尾 隆
    • Organizer
      日本統計学会春季集会
    • Place of Presentation
      東北大学
    • Year and Date
      2016-03-05
    • Related Report
      2015 Research-status Report
  • [Presentation] 多標本問題における2-step単調欠測データの下での平均ベクトルと分散共分散行列の同時検定2015

    • Author(s)
      細谷 美貴,瀬尾 隆
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      釧路市生涯学習センター(まなぼっと幣舞)
    • Year and Date
      2015-11-27
    • Related Report
      2015 Research-status Report
  • [Presentation] LRT Statistics for Testing Equality of Two Mean Vectors with Monotone Missing Data2015

    • Author(s)
      Ayaka Yagi, Zofia Hanusz, Takashi Seo
    • Organizer
      2015 International Workshop for JSCS 30th Anniversary in Okinawa
    • Place of Presentation
      沖縄科学技術大学院大学(Okinawa Institute of Science and Technology Graduate University)
    • Year and Date
      2015-10-31
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Simultaneous Testing of the Mean Vector and the Covariance Matrix with Monotone Missing Data2015

    • Author(s)
      Ryoko Yamaguchi, Ayaka Yagi, Takashi Seo
    • Organizer
      2015 International Workshop for JSCS 30th Anniversary in Okinawa
    • Place of Presentation
      沖縄科学技術大学院大学(Okinawa Institute of Science and Technology Graduate University)
    • Year and Date
      2015-10-31
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 2標本問題における単調欠測データの下での平均ベクトルの尤度比検定について2015

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本数学会
    • Place of Presentation
      京都産業大学
    • Year and Date
      2015-09-15
    • Related Report
      2015 Research-status Report
  • [Presentation] 単調欠測データの下での平均ベクトルに対する修正尤度比検定統計量について2015

    • Author(s)
      八木 文香,瀬尾 隆
    • 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] 2-step単調欠測データの下でのT2型検定統計量の漸近分布について2015

    • Author(s)
      川崎 玉恵,瀬尾 隆
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学
    • Year and Date
      2015-09-07
    • Related Report
      2015 Research-status Report
  • [Presentation] 単調欠測データにおける平均ベクトルの尤度比検定について2015

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      山梨県立図書館
    • Year and Date
      2015-05-14
    • Related Report
      2015 Research-status Report
  • [Presentation] Tests for mean vectors with two-step and three-step monotone samples2014

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      ワークショップ「統計科学とその周辺」
    • Place of Presentation
      城西大学 東京紀尾井町キャンパス
    • Year and Date
      2014-12-07
    • Related Report
      2014 Research-status Report
  • [Presentation] 1 標本問題および2 標本問題における 2-step 単調欠測データの下での平均ベクトルと分散共分散行列の同時検定について2014

    • Author(s)
      細谷 美貴,瀬尾 隆
    • Organizer
      科研費シンポジウム「統計的推測の理論的基礎とその応用」
    • Place of Presentation
      筑波大学筑波キャンパス
    • Year and Date
      2014-12-02
    • Related Report
      2014 Research-status Report
  • [Presentation] 2-step単調欠測データの下での2つの多変量正規母集団の同等性検定2014

    • Author(s)
      細谷 美貴,瀬尾 隆
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      沖縄科学技術大学院大学
    • Year and Date
      2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Testing the Equality of Two Mean Vectors based on k-step Monotone Missing Data2014

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      沖縄科学技術大学院大学
    • Year and Date
      2014-11-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Estimation of misclassification rate for a distance-based classifier2014

    • Author(s)
      山田 雄紀,兵頭 昌,瀬尾 隆
    • Organizer
      科研費ワークショップ「Workshop on Statistical Methods for Large Complex Data」
    • Place of Presentation
      筑波大学筑波キャンパス
    • Year and Date
      2014-11-10
    • Related Report
      2014 Research-status Report
  • [Presentation] k-step 単調欠測データの下での平均ベクトルの検定2014

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      日本数学会
    • Place of Presentation
      広島大学
    • Year and Date
      2014-09-28
    • Related Report
      2014 Research-status Report
  • [Presentation] 2-step 単調欠測データの下で欠測の型が異なる平均ベクトルの検定2014

    • Author(s)
      八木 文香,瀬尾 隆
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学
    • Year and Date
      2014-09-14
    • Related Report
      2014 Research-status Report
  • [Presentation] 2-step単調欠測データのもとでの平均ベクトルに対する検定統計量のバイアス修正2014

    • Author(s)
      川崎 玉恵,瀬尾 隆
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学
    • Year and Date
      2014-09-14
    • Related Report
      2014 Research-status Report
  • [Presentation] Likelihood Ratio Test for Simultaneous Testing of the Mean Vector and the Covariance Matrix with Two-step Monotone Missing Data2014

    • Author(s)
      細谷 美貴,瀬尾 隆
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学
    • Year and Date
      2014-09-14
    • Related Report
      2014 Research-status Report
  • [Presentation] 3-step 単調欠測データにおける平均ベクトル間の検定2014

    • Author(s)
      八木 文香, 瀬尾 隆
    • Organizer
      応用統計学会
    • Place of Presentation
      統計数理研究所(立川市)
    • Year and Date
      2014-05-22
    • Related Report
      2014 Research-status Report
  • [Presentation] 2-step単調欠測データにおける分散共分散行列と平均ベクトルの同時検定に対する尤度比検定統計量について2014

    • Author(s)
      細谷 美貴,瀬尾 隆
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      中央大学後楽園キャンパス
    • Year and Date
      2014-05-17
    • Related Report
      2014 Research-status Report

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

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