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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) | |||||
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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 | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||
資源タイプ | 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 | ||||||
値 | University of Toronto | |||||
著者所属 | ||||||
値 | 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 | ||||||
値 | 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 |