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Multivariate Analysis: Future Directions 2 PDF

474 Pages·1993·27.94 MB·English
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NORTH-HOLLAND SERIES IN STATISTICS AND PROBABILITY EDITORS: C.R. RAO The Pennsylvania State University, University Park, PA, U.SA. M. ROSENBLATT University of California, San Diego, CA, U.SA. Y.A. ROZANOV Formerly, Academy of Sciences of the U.S.SÄ. Moscow VOLUME 7 NORTH-HOLLAND AMSTERDAM · LONDON · NEW YORK · TOKYO MULTIVARIATE ANALYSIS: FUTURE DIRECTIONS 2 EDITORS: CM. CUADRAS Departament d'Estadistica, Universität de Barcelona, Barcelona, Spain C.R. RAO The Pennsylvania State University, University Park, PA, U.SA. m> m 1993 NORTH-HOLLAND AMSTERDAM · LONDON · NEW YORK · TOKYO North-Holland ELSEVIER SCIENCE PUBLISHERS B.V. P.O. Box 211,1000 AE Amsterdam, The Netherlands ISBN: 0 444 81531 7 © 1993 ELSEVIER SCIENCE PUBLISHERS B.V. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without the written permission of the Publisher, Elsevier Science Publishers B.V, Copyright & Permissions Department, P.O. Box 521,1000 AM Amsterdam, The Netherlands. Special regulations for readers in the U.S.A. - This publication has been registered with the Copyright Clearance Center Inc. (CCC), Salem, Massachusetts. Information can be obtained from the CCC about conditions under which photocopies of parts of this publication may be made in the U.S.A. All other copyright questions, including photocopying outside the U.S.A., should be referred to the Publisher, unless otherwise specified. No responsibility is assumed by the Publisher for any injury and/or damage to persons or property as a matter of products liability, negligence or otherwise, or from any use or operation of any methods, products, instructions or ideas contained in the material herein. Printed on acid-free paper Printed in the Netherlands Dedicated to the memory of Ronald Aylmer Fisher (1890-1962) Preface This volume contains the invited papers presented at the Seventh Interna­ tional Conference on Multivariate Analysis, Barcelona meeting, which has been the seventh in a series of international conferences on Multivariate Anal­ ysis started by the late P.R. Krishnaiah. The conference took place in three countries (USA, Spain and India) in 1992, and was the forum for discussion by outstanding specialists. The Barcelona meeting was organized in memory of R. A. Fisher. The main themes were: (1) discriminant analysis, prediction and classification; (2) latent variable models; (3) correspondence analysis and related topics; and (4) differential geometry applications. Multivariate statistical analysis is an indispensable tool in applied research and there has been an upsurge of activity in recent times to enrich the mul­ tivariate statistical methodology in response to the demands from research workers in various disciplines. With the help of modern computers and soft­ ware packages we are now able to handle large dimensional data sets, which has given an additional dimension to practical applications of multivariate analysis. The earliest research in multivariate analysis centered round con­ tinuous variables having a multivariate normal distribution or categorical data on a small number of attributes. The current multivariate statistical repertoire covers a wide variety of situations involving both continuous and categorical variables and non-normal models. The present volume contains contributions by distinguished statisticians in several frontier areas of research in multivari­ ate analysis. The topics covered include discriminant analysis, classification, multidimensional scaling, categorical data analysis, correspondence analysis and biplots, association analysis, latent variables modeling, bootstrap analysis, conditional models and differential geometric applications. Most of the papers provide new perspectives on the well known topics, introduce and develop new ideas and suggest problems for future research. The contents of this volume would be of great interest for statisticians, prob- abilists, data analysts and scientists working in the disciplines such as biology, biometry, ecology, medicine, econometry, psychometry and marketing. It will be a valuable guide to professors, researchers and graduate students seeking new and promising lines of statistical research. Vlll Preface As editors of this volume and also organizers of the Conference, we wish to express our gratitude to the authors for their kind cooperation; to the mem­ bers of the local committee, T. Aluja, E. Bonet, J. del Castillo, J. Ocana, J.M. Oiler, E. Ripoll and A. Satorra; to F. Armengol, M. Cuadras, M.C. Pallejä, E. Nadal and E. Zimmerman for their administrative support; to C. Arenas, A. Bartkowiak, M. Calvo, F. Carmona and J. Fortiana for their computer assis­ tance; to A. Bonet and N. Hladun for allowing us to use rooms and buildings at the Faculty of Biology; to J. Dirmaat, A.H.E. Frank and G.L. Wanrooy for their help in preparing this volume for publication in the North-Holland Se­ ries in Statistics and Probability; to C. Cuomo and R. Rycroft for his language advice; and to those who made possible the final presentation of this book, especially M. Aircart, W.J. Maas and J.M. Oiler. The conference was sponsored by four universities: Universität de Barcelona, Universität Pompeu Fabra, Universität Politecnica de Catalunya and Universi­ tät Autonoma de Barcelona; we are indebted to their Rectors and vice-Rectors of Research. Other important sponsors have been the Ministerio de Edu- caciony Ciencia, the CIRIT and, especially, the Institut d'Estadistica de Cata­ lunya which provided the logistic support. Finally, thanks are also due to L. Daufi of Ciba-Geigy (Barcelona), E. Gil of Libreria Rubinos (Madrid) and M. Joaniquet of Editorial PPU for their support. CM. Cuadras and C.R. Rao List of contributors ALUJA-BANET, Tomas BARNDORFF-NIELSEN, O. Departement d'Estadistica LO. Mathematik Institute Facultat d'Informätica de Barcelona (UPC) Aarhus Universitet c. Pau Gargallo 5 8000 Aarhus C 08028 Barcelona DENMARK SPAIN AMARI, Shun-ichi BENTLER, Peter M. Faculty of Engineering Department of Psychology University of Tokyo University of California Bunkyo-ku, Tokyo 113 405 Hilgard Avenue JAPAN Los Angeles, CA 90024-1555 U.S.A. AMEMIYA, Yasuo Department of Statistics BERKANE, Maia Snedecor Hall University of California Iowa State University 405 Hilgard Avenue Ames, IA 50011-1210 Los Angeles, CA 90024-1555 U.S.A. U.S.A. ARMINGER, Gerhard Department of Economics BROWNE, Michael W Bergische Universität Department of Psychology Gaußstr. 20 Ohio State University, Townsend Hall 5600 Wuppertal 1885 Neil Avenue Mall GERMANY Columbus, OH 43210-1222 ARNOLD, B.C. U.S.A. Department of Statistics University of California CAUGIURI, Paula M. Riverside, CA 92521-0138 Department of Psychology U.S.A. The Pennsylvania State University University Park, PA 16802 BACCINI, A U.S.A. Laboratoire de Statistique et Probabilites URA-CNRS D0745 Universite Paul Sabatier CAMPBELL, L.Lome 118, route de Narbonne, Department of Mathematics & Statistics 31062 Toulouse cedex Queen's University at Kingston FRANCE Kingston, Ontario, Qld. K7L 3N6 CANADA XIV List of contributors CASTILLO, Enrique DEL CASTILLO, Joan Departamento de Matemätica Aplicada Departement de Matemätiques y Ciencias de la Computacion Universität Autonoma de Barcelona Universidad de Cantabria 08193 Bellaterra, Barcelona Avda. de los Castros s/n SPAIN 39005 Santander SPAIN EFRON, B. Department of Statistics CAUSSINUS, H. Stanford University Laboratoire de Statistique et Probabilites Sequoia Hall URA-CNRS D0745 Stanford, CA 94305 Universite Paul Sabatier U.S.A. 118, route de Narbonne, 31062 Toulouse cedex FORD, Ian FRANCE Department of Statistics University of Glasgow Glasgow G12 8QQ CIAMPI, Antonio The McGill University SCOTLAND Montreal Children's Hospital FORTIANA, J. Montreal, Quebec, H3H 1P3 Departament d'Estadistica CANADA Universität de Barcelona 08028 Barcelona CRTTCHLEY, Frank SPAIN Department of Statistics University of Warwick GOODMAN, Leo A. Coventry CV4 7AL Department of Statistics UNITED KINGDOM University of California Berkeley, CA 94720 CUADRAS, CM. U.S.A. Departement d'Estadistica Universität de Barcelona GOWER, J.C. 08028 Barcelona 2 Garden Court SPAIN Wheathampstead Herts., AL4 8RE DE FALGUEROLLES, A. UNITED KINGDOM Laboratoire de Statistique et Probabilites URA-CNRS D0745 GREENACRE, Michael J. Universite Paul Sabatier Department of Statistics 118, route de Narbonne, University of South Africa 31062 Toulouse cedex P.O. Box 392 FRANCE Pretoria 0001 SOUTH AFRICA DE LEEUW, Jan Department of Mathematics and Psychol­ HENDRICKS, Lisa ogy Department of Epidemiology and Biostatis - University of California tics 405 Hilgard Avenue McGill University Los Angeles, CA 90024-1555 Montreal P.Q. U.S.A. CANADA List of contributors XV HIRST, David MIRKIN, B.G. Scottish Agricultural Statistical Service Department of Applied Statistics and Infor­ Hannah Research Institute matics Ayr KA6 5HL Central Economics-Mathematics Institute of SCOTLAND Russian Academy of Sciences Moscow JUPP, Peter E. RUSSIA Department of Mathematical Sciences University of St. Andrews MORALES, D. Mathematical Institute, North Haugh Departamento de Estadistica e I.O. St. Andrews, Fife, KYI6 9SS Facultad de Matemäticas UNITED KINGDOM Universidad Complutense de Madrid 28040 Madrid KIERS, Henk A.L. SPAIN Department of Psychology University of Groningen MUTHEN, Bengt Grote Kruisstraat 2/1 Graduate School of Education 9712 TS Groningen University of California THE NETHERLANDS 805 Hilgard Avenue Los Angeles, CA 90024-1521 KRZANOWSKI, W.J. U.S.A. Mathematical Statistics and Operations Research Department NONELL-TORRENT, Ramon University of Exeter Laver Building Departement d'Estadistica I.O. North Park Road Facultat d'Informatica de Barcelona (UPC) Exeter EX4 4QE c. Pau Gargallo 5 UNITED KINGDOM 08028 Barcelona SPAIN LEB ART, L. Centre National de la Recherche Scien- OLLER, Josep M. tifique Departement d'Estadistica Ecole Nationale Superieure Universität de Barcelona des Telecommunications ENST 08028 Barcelona 46, rue Barrault SPAIN F-75013 Paris FRANCE PARDO. L. Departamento de Estadistica e I.O. LOU, Zhiyi Facultad de Ciencias Matemäticas Department of Epidemiology and Biostatis- Universidad Complutense de Madrid tics 28040 Madrid McGill University SPAIN Montreal P.Q. CANADA RAO, C. Radhakrishna Center for Multivariate Analysis MENENDEZ, M.L. Department of Statistics, 417 Classroom Departamento de Matemätica Aplicada Bldg. E.T.S. de Arquitectura The Pennsylvania State University Universidad Politecnica Madrid 121 Electrical Engineering East 28049 Madrid University Park, PA 16802 SPAIN U.S.A. XVI List of contributors SALICRU, M. SATORRA, Albert Departament d'Estadistica Departament d'Economia Universität de Barcelona Universität Pompeu Fabra 08028 Barcelona Balmes 132 SPAIN 08008 Barcelona SPAIN SARABIA, Jose Maria Departamento de Economia Avda. de los Castros s/n 39005 Santander SPAIN

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