18.02.2014 Views

主成分分析における固有値・固有ベクトルの信頼区間 -漸近理論および ...

主成分分析における固有値・固有ベクトルの信頼区間 -漸近理論および ...

主成分分析における固有値・固有ベクトルの信頼区間 -漸近理論および ...

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

5.1 <br />

2 1 (1,1) <br />

<br />

1 124.814224<br />

(1,1) −0.6240226 <br />

<br />

+1 2 <br />

1000 <br />

<br />

<br />

<br />

.945 .964 .969 .949<br />

.943 .956 .973 .940<br />

4 <br />

<br />

.946 .959 .919 .967<br />

.952 .941 .820 .915<br />

.954 .949 .857 .913<br />

.960 .954 .908 .981<br />

5 <br />

<br />

.957 .938 .956 .877<br />

<br />

.941 .947 .948 .953<br />

.944 .939 .905 .944<br />

.934 .949 .917 .945<br />

.935 .949 .948 .827<br />

6 <br />

<br />

.952 .940 .912 .903<br />

<br />

.940 .946 .957 .939<br />

.943 .938 .885 .949<br />

.936 .947 .938 .937<br />

.934 .946 .930 .858<br />

7 BCa <br />

2 1 (1,1) <br />

<br />

112.6412 157.1251<br />

111.2681 154.7389<br />

103.6404 158.4347<br />

t 110.3003 174.1243<br />

BCa 106.2877 160.8743<br />

3 1 <br />

3 1 1 <br />

n 200 <br />

95% t BCa <br />

1000 <br />

5.2 <br />

<br />

<br />

<br />

t <br />

<br />

t <br />

6 <br />

1000 <br />

n=200 1000 <br />

7 <br />

<br />

n <br />

n <br />

<br />

<br />

8 <br />

<br />

<br />

BCa t <br />

<br />

<br />

<br />

[1] , <br />

(1983).<br />

[2] 21 3:<br />

, (2008).<br />

[3] <br />

11-, <br />

(2003).<br />

[4] , <br />

(2001).<br />

[5] I.T. JolliffePrincipal Component Analysis (Springer<br />

Series in Statistics) , Springer(2002).<br />

[6] Efron.B,Tibshirani,R.J.An Introduction to the<br />

Bootstrap. Chapman & Hall,New York(1993).

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!