非正則推定における情報量の概念とその役割(日本統計学会賞受賞者特別寄稿論文)

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概要

• 論文の詳細を見る

• 統計的推定論において,推定量のリスクに関する情報不等式を用いる際に,情報量は重要な役割を果している.また,高次漸近理論において,情報量損失(または漸近欠損量)を求めることによって統計量(または推定量)の高次の漸近的比較を試みることができる(Akahira,1986;赤平,2006).本稿では,特に正則条件が必ずしも成り立たないような場合の非正則推定に焦点を当てて,情報量の概念とその役割について考える,実際に,いくつかの情報量等を導入して相互関係について述べるとともに,それに基づいて推定量の一致性,(漸近)効率等について論じる.

• 日本統計学会の論文

著者

• 赤平 昌文

  筑波大学

• 赤平 昌文

  筑波大学数理物質科学研究科

• 赤平 昌文

  筑波大学大学院数理物質科学研究科

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