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Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality
http://hdl.handle.net/2261/50178
http://hdl.handle.net/2261/5017807ceecf4-683a-49d1-a761-2692c8605f0d
| Item type | テクニカルレポート / Technical Report(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2017-01-17 | |||||
| タイトル | ||||||
| タイトル | Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Asymptotic distributions | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | high dimension | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | MANOVA | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | multivariate linear model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | non-normal model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | sample size smaller than dimension | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | AMS 1991 subject classification: primary 62H15, Secondary 62F05 | |||||
| 資源タイプ | ||||||
| 資源 | http://purl.org/coar/resource_type/c_18gh | |||||
| タイプ | technical report | |||||
| アクセス権 | ||||||
| アクセス権 | metadata only access | |||||
| アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
| 著者 |
Srivastava, Muni S.
× Srivastava, Muni S.× Kubokawa, Tatsuya |
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| 著者所属 | ||||||
| 著者所属 | University of Toronto | |||||
| 著者所属 | ||||||
| 著者所属 | University of Tokyo | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | In this article, we consider the problem of testing the equality of mean vectors of dimension ρ of several groups with a common unknown non-singular covariance matrix Σ, based on N independent observation vectors where N may be less than the dimension ρ. This problem, known in the literature as the Multivariate Analysis of variance (MANOVA) in high-dimension has recently been considered in the statistical literature by Srivastava and Fujikoshi[7], Srivastava [5] and Schott[3]. All these tests are not invariant under the change of units of measurements. On the lines of Srivastava and Du[8] and Srivastava[6], we propose a test that has the above invariance property. The null and the non-null distributions are derived under the assumption that (N, ρ) → ∞ and N may be less than ρ and the observation vectors follow a general non-normal model. | |||||
| 内容記述 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | Revised in January 2011. | |||||
| 内容記述 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | 本文フィルはリンク先を参照のこと | |||||
| 書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-831, 発行日 2011-12 |
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| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA11450569 | |||||
| フォーマット | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | application/pdf | |||||
| 日本十進分類法 | ||||||
| 主題Scheme | NDC | |||||
| 主題 | 335 | |||||
| 出版者 | ||||||
| 出版者 | 日本経済国際共同センター | |||||
| 出版者別名 | ||||||
| Center for International Research on the Japanese Economy | ||||||
| 関係URI | ||||||
| 識別子タイプ | URI | |||||
| 関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2011/2011cf831ab.html | |||||
