| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2022: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2021: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2020: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2019: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2018: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Outline of Final Research Achievements |
The main purpose of this research is to investigate the availability of shrinkage estimators. Through this research, it became clear that the shrinkage estimators are useful in various situations such as the model with proxy explanatory variables, and the model with a possible structural break. Also, the problem concerned with the application of the shrinkage estimators is that the distributions are complex and dependent on unknown parameters. However, it is proved that the approximations of the distributions of the shrinkage estimators are valid if we use the resampling methods such as m out of n bootstrap or bootstrap which incorporates the pretest.
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