| Budget Amount *help |
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2015: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2014: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2013: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
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| Outline of Final Research Achievements |
In this project we derived high-dimensional consistency properties for variable selection methods based on model selection criteria in multivariate linear model including multivariate regression model and discriminant analysis and in growth curve model. The model selection criteria treated includes AIC criterion, BIC criterion and Cp criterion. The high-dimensional properties were derived under a high-dimensional asymptotic framework such that the ratio of the number of response variables to the sample size tends to a fixed number less than 1. Further, we derive a high-dimensional asymptotic distribution for the likelihood ratio criterion for testing an additional information hypothesis in canonical correlation analysis and its error bound.
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