Research in multivariate statistical analysis will focus on problems related to the eigenstructure of random and parameter matrices. Inference problems in principal components, factor analysis, canonical correlations, multivariate analysis of variance and discriminant analysis that involve sequential testing of nested hypotheses will be examined. Ways of improving the testing procedures will be studied. Another focus of research is the estimation of the eigenstructures with the emphasis on the development of optimal, accurate and reliable estimates of eigenvalues in multivariate analysis of variance, multiple discriminant analysis and canonical correlation analysis. The technique of shrinking standard estimates towards some central value will be examined. Another topic of research is concerned with robustness and focuses on the use of projection pursuit techniques in the area of discriminant analysis.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
8902225
Program Officer
Alan Izenman
Project Start
Project End
Budget Start
1989-07-01
Budget End
1993-06-30
Support Year
Fiscal Year
1989
Total Cost
$118,200
Indirect Cost
Name
University of Michigan Ann Arbor
Department
Type
DUNS #
City
Ann Arbor
State
MI
Country
United States
Zip Code
48109