WEKO3
アイテム
{"_buckets": {"deposit": "55fe81b5-6c08-458a-a983-b1e9a1edd5b4"}, "_deposit": {"id": "42907", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42907"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042907", "sets": ["7436", "7434"]}, "item_8_biblio_info_7": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2011-12", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-831", "bibliographic_titles": [{"bibliographic_title": "Discussion paper series. CIRJE-F"}]}]}, "item_8_description_13": {"attribute_name": "フォーマット", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_8_description_5": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "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.", "subitem_description_type": "Abstract"}]}, "item_8_description_6": {"attribute_name": "内容記述", "attribute_value_mlt": [{"subitem_description": "Revised in January 2011.", "subitem_description_type": "Other"}, {"subitem_description": "本文フィルはリンク先を参照のこと", "subitem_description_type": "Other"}]}, "item_8_publisher_20": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "日本経済国際共同センター"}]}, "item_8_relation_25": {"attribute_name": "関係URI", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.cirje.e.u-tokyo.ac.jp/research/dp/2011/2011cf831ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_source_id_10": {"attribute_name": "書誌レコードID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11450569", "subitem_source_identifier_type": "NCID"}]}, "item_8_subject_15": {"attribute_name": "日本十進分類法", "attribute_value_mlt": [{"subitem_subject": "335", "subitem_subject_scheme": "NDC"}]}, "item_8_text_21": {"attribute_name": "出版者別名", "attribute_value_mlt": [{"subitem_text_value": "Center for International Research on the Japanese Economy"}]}, "item_8_text_34": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "著者所属", "attribute_value_mlt": [{"subitem_text_value": "University of Toronto"}, {"subitem_text_value": "University of Tokyo"}]}, "item_access_right": {"attribute_name": "アクセス権", "attribute_value_mlt": [{"subitem_access_right": "metadata only access", "subitem_access_right_uri": "http://purl.org/coar/access_right/c_14cb"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Srivastava, Muni S."}], "nameIdentifiers": [{"nameIdentifier": "98666", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Kubokawa, Tatsuya"}], "nameIdentifiers": [{"nameIdentifier": "98667", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Asymptotic distributions", "subitem_subject_scheme": "Other"}, {"subitem_subject": "high dimension", "subitem_subject_scheme": "Other"}, {"subitem_subject": "MANOVA", "subitem_subject_scheme": "Other"}, {"subitem_subject": "multivariate linear model", "subitem_subject_scheme": "Other"}, {"subitem_subject": "non-normal model", "subitem_subject_scheme": "Other"}, {"subitem_subject": "sample size smaller than dimension", "subitem_subject_scheme": "Other"}, {"subitem_subject": "AMS 1991 subject classification: primary 62H15, Secondary 62F05", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality"}]}, "item_type_id": "8", "owner": "1", "path": ["7436", "7434"], "permalink_uri": "http://hdl.handle.net/2261/50178", "pubdate": {"attribute_name": "公開日", "attribute_value": "2017-01-17"}, "publish_date": "2017-01-17", "publish_status": "0", "recid": "42907", "relation": {}, "relation_version_is_last": true, "title": ["Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality"], "weko_shared_id": null}
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 | Asymptotic distributions | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | high dimension | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | MANOVA | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | multivariate linear model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | non-normal model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | sample size smaller than dimension | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | AMS 1991 subject classification: primary 62H15, Secondary 62F05 | |||||
主題Scheme | Other | |||||
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 |
|||||
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 |
|||||
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 | 335 | |||||
主題Scheme | NDC | |||||
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 |