报 告 人： Kanta Naito
报告地点： 地理楼四楼报告厅
报告时间： 2016年10月09日星期日 10:10-10:40
报告简介：This paper examines the high dimensional asymptotics of the naive Hotelling T^2 statistic. Naive Bayes has been utilized in high dimensional pattern recognition as a method to avoid singularities in the estimated covariance matrix. Though the naive Hotelling T^2 statistic is a statistically important quantity in naive Bayes, its high dimensional behavior has not been studied. In this paper, asymptotic normality of the naive Hotelling T^2 statistic under a high dimension low sample size setting is developed by using the central limit theorem of a martingale difference sequence.Simulation results under several covariance structures are also reported.
主讲人简介：
Kanta Naito, 日本Shimane University教授。1992年、1994年于Shimane University获学士、硕士学位；1997年于Hiroshima University获博士学位。1998-2003年于Shimane University任讲师，2004-2012年任ibid副教授，2012至今于Shimane University任教授。主要从事统计学研究，公开发表论文40余篇，现（曾）任Journal of Japan Statistical Society、Annals of Institute of Statistical Mathematics、Journal of Korean Statistical Society编委。
