On extension of multivariate normal distribution and effect of non-normality

关于多元正态分布的推广和非正态性的影响

• 批准号: 20700254
• 负责人: MARUYAMA Yoshihito
• 金额: $ 1.08万
• 依托单位: Osaka Prefecture University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Young Scientists (B)
• 财政年份: 2008
• 资助国家: 日本
• 起止时间: 2008 至 2009
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-20700254/
• 关键词: 統計数学; 多変量解析; 統計的推測; 非正規性

In this work, we have discussed the extension of multivariate normal distribution and the effect of non-normality. For elliptical distribution which is one of multivariate non-normal distributions, we have considered the moment formulas and the estimation of parameters, and have obtained the basic properties. In order to examine the effect of non-normality, asymptotic expansions of distributions for test statistics have been derived under elliptical populations.

在这项工作中，我们讨论了多元正态分布的扩展和非正态性的影响。对于椭圆分布这一多元非正态分布，我们考虑了矩的公式和参数的估计，得到了椭圆分布的基本性质。为了检验非正态性的影响，推导了椭圆总体下检验统计量分布的渐近展开式。

项目成果

Note on testing the quality of mean components

平均成分质量检验注意事项

• 发表时间: 2009
• 期刊: Int. J. Pure Appl. Math. 51
• 作者: M.Sugiyama;T.Suzuki;Y.Itho;T.Kanamori;M.Kimura;Y. Maruyama;Y. Maruyama
• 通讯作者: Y. Maruyama

A note on sample measure of multivariate skewness

关于多元偏度样本测量的注释

• 发表时间: 2009
• 期刊: Adv. Appl. Statist. Sci. 1
• 作者: M.Sugiyama;T.Suzuki;Y.Itho;T.Kanamori;M.Kimura;Y. Maruyama
• 通讯作者: Y. Maruyama

Improved moment estimation for elliptically contoured distributions

改进椭圆轮廓分布的矩估计

• 期刊: Adv. Appl. Math. Sci. (to appear)
• 作者: S.Hido;Y.Tsuboi;H.Kashima;M.Sugiyama;T.Kanamori;Y. Maruyama
• 通讯作者: Y. Maruyama