2010 Fiscal Year Final Research Report
Statistical inference under non-regular conditions by the likelihood ratio approach and its applications.
| Project/Area Number |
21700320
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Statistical science
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| Research Institution | The Institute of Statistical Mathematics (2010)
Transdisciplinary Research Integration Center (2009) |
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Principal Investigator |
FUJII Takayuki The Institute of Statistical Mathematics, リスク解析戦略研究センター, 特任研究員 (40530259)
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| Project Period (FY) |
2009 – 2010
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| Keywords | 統計的推測 / 非正則モデル |
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| Research Abstract |
Without regularity conditions which are often assumed in common statistical inference, several parametric estimation problems are considered. The likelihood ratio approach is well-known in singular estimation problems such as the cusp estimation. In this study, this method is applied in the regression model that is quite important in applied statistics. Also, some non-regular estimation problems are studied in parametric models of stochastic process.
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