Seminar on Probability and Statistics

Seminar information archive ~03/29Next seminarFuture seminars 03/30~

Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike


15:00-16:10   Room #002 (Graduate School of Math. Sci. Bldg.)
HIROSE, Yuichi (Victoria University of Wellington)
Information criteria for parametric and semi-parametric models (JAPANESE)
[ 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.
[ Reference URL ]