Budget Amount *help |
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2015: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2013: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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Outline of Final Research Achievements |
In this research, we study model selection method based on a minimization of an information criterion. There are many information criteria. We evaluate theoretical properties of an information criterion used for model selection by a large sample asymptotic theory such that the sample size goes to infinity and a high-dimensional and large sample asymptotic theory such that the sample size and the dimension of a vector of response variables go to infinity simultaneously. From obtained results, we provide standards of judgment with regard to deciding an information criterion.
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