| Budget Amount *help |
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2008: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
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| Research Abstract |
Model selection is an indispensable task in statistical analysis. It is a method to select the optimal model from data in several model candidates. To use AIC is one of the most basic ideas for such model selection. The AIC is an estimator of the distance between the true distribution and the estimated distribution in a model candidate, and so the model which gives the minimum AIC is regarded as the optimal model. For so-called singular statistical models, however, any reasonable AIC has not derived until now. The achievement of this research is to derive a reasonable AIC for a structural change model and a factor analysis model, which are examples of the singular statistical models.
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