統計数学セミナー
Seminar on Probability and Statistics
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Seminar on Probability and Statistics
Wednesday November 30 2011
Tokyo 002
3:00-4:10 pm


Information criteria for parametric and semi-parametric models


広瀬 勇一 / HIROSE, Yuichi
Victoria University of Wellington

Abstract

Since Akaike proposed an Information Criteria, this approach to model selection has been important part of Statistical data analysis. Since then many Information Criteria have been proposed and it is still an active field of research. Despite there are many contributors in this topic, we have not have proper Information Criteria for semiparametric models. In this talk, we give ideas to develop an Information Criteria for semiparametric models.




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Seminar on Probability and Statistics