지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제10권 제6호
- 발행연도
- 2008.1
- 수록면
- 3,057 - 3,065 (9page)
이용수
초록· 키워드
오류제보하기
Variable selection is an important research field in linear regression modeling with high-dimensional predictors. We proposed a robust penalized regression estimator which provides automatically selection of variables and estimation of regression parameters together. It is based on the least absolute deviation and the non-convex penalty function, the smoothly clipped absolute deviation suggested by Fan and Li(2001). We developed the algorithm for the proposed estimator using the local quadratic approximation and chose the tuning parameter of the penalty function. The algorithm needs only linear equations and so we can obtain quickly the estimators. The simulation result shows that the proposed estimator is robust and efficient for non-normal cases.
목차
등록된 정보가 없습니다.
참고문헌 (16)
참고문헌 신청
Akaike, H. / 1973 / Information theory and an extension of the maximum likelihood principle / Akademia Kiado : 267 ~ 281
Fan, J. / 2001 / Variable selection via nonconcave penalized likelihood and its oracle properties / Journal of the American Statistical Association 96 : 1348 ~ 1360
Hastie, T. / 2001 / The Elements of Statistical Learning: Data Mining, Inference, and Prediction / Springer
Huber, P. J. / 1981 / Robust Statistics / John Wiley and Sons.
Kittler, J. / 1986 / Feature selection and extraction, In: Handbook of Pattern Recognition and Image Processing / Academic Press
Fan, J. / 2001 / Variable selection via nonconcave penalized likelihood and its oracle properties / Journal of the American Statistical Association 96 : 1348 ~ 1360
Hastie, T. / 2001 / The Elements of Statistical Learning: Data Mining, Inference, and Prediction / Springer
Huber, P. J. / 1981 / Robust Statistics / John Wiley and Sons.
Kittler, J. / 1986 / Feature selection and extraction, In: Handbook of Pattern Recognition and Image Processing / Academic Press
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Weighted Least Absolute Deviation Regression Estimator with the SCAD Function
Journal of The Korean Data Analysis Society
2012 .01
-
A Robust Hybrid Estimator for Linear Regression
Journal of The Korean Data Analysis Society
2010 .01
-
Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty
한국데이터정보과학회지
2016 .12
-
Asymptotic Properties of Nonlinear Least Absolute Deviation Estimators
JKSS(Journal of the Korean Statistical Society)
1995 .01
-
Nonlinear Regression Quantile Estimators
JKSS(Journal of the Korean Statistical Society)
2001 .01
-
Asymptotic Properties of LAD Esimators of a Nonlinear Time Series Regression Model
JKSS(Journal of the Korean Statistical Society)
2000 .01
-
On a Robust Subset Selection Procedure for the Slopes of Regression Equations
JKSS(Journal of the Korean Statistical Society)
1981 .01
-
A Combined Robust Estimator Between the Least Squares Estimator and a t-type Regression Estimator
Journal of The Korean Data Analysis Society
2011 .01
-
EFFICIENT ESTIMATION OF POPULATION MEAN IN STRATIFIED SAMPLING USING REGRESSION TYPE ESTIMATOR
JKSS(Journal of the Korean Statistical Society)
2006 .01
-
Nonparametric Estimators of Ratio of Scale Parameters Based on Rank-Like Tests
JKSS(Journal of the Korean Statistical Society)
1980 .01
-
Multi-Block L-Estimation in Symmetric Location Model
Journal of The Korean Data Analysis Society
2014 .01
-
Support vector regression with the weighted absolute deviation error loss function
한국데이터정보과학회지
2018 .11
이 논문의 저자 정보
최근 본 자료
댓글(0)
0