影響関数による近似の数値評価 Numerical Evaluation of the Approximation by an Influence Function
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For evaluating statistical models one of the most effective criteria is cross-validation. But itrequires a large amount of computation. Various alternative schemes are considered to reduceits computation. Modified generalized information criterion is one of those alternative schemes.In this criterion an influence function is used to estimate the parameters of the models. By thenumerical simulation we studied the effect of an influence function. Surveying data of the lake depth are used as the sample data. We estimate the shape oflake bottom as spline surface. The estimated parameters and the estimated depths obtainedby two criteria are compared and the effect of an information function is analysed.
岡山大学環境理工学部研究報告 19(1), 1-7, 2014-03