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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제14권 제5호
- 발행연도
- 2012.1
- 수록면
- 2,305 - 2,312 (8page)
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초록· 키워드
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In a regression model the estimator based on the absolute deviation loss function is more robust than that based on the squares error loss function. However, the least absolute deviation estimator is sensitive to leverage points of the predictors, even though it is robust to the regression outliers. We propose a robust penalized regression estimator to regression outliers and leverage points which provides automatically selection of variables together. It is based on the weighted least absolute deviation (SCAD) and the non-convex penalty function, the smoothly clipped absolute deviation function which has the oracle property. We develop a unified algorithm for the proposed estimator including the SCAD estimate, based on the local quadratic approximation and the tuning parameter of the penalty function. Numerical simulation shows that the proposed estimator is effective for analysing a contaminated data.
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참고문헌 (14)
참고문헌 신청
Croux, C. / 2003 / Fitting multiplicative models by robust alternating regressions / Statistics and Computing 13 : 23 ~ 36
Fan, J. / 2001 / Variable selection via nonconcave penalized likelihood and its oracle properties / Journal of the American Statistical Association 96 : 1348 ~ 1360
Giloni, A. / 2006 / Robust weighted LAD regression / Computational Statistics and Data Analysis 50 : 3124 ~ 3140
Kittler, J. / 1986 / Feature selection and extraction, In Handbook of Pattern Recognition and Image Processing / Academic Press
Leng, C. / 2006 / A note on the LASSO and related procedures in model selection / Statistica Sinica 16 : 1273 ~ 1284
Fan, J. / 2001 / Variable selection via nonconcave penalized likelihood and its oracle properties / Journal of the American Statistical Association 96 : 1348 ~ 1360
Giloni, A. / 2006 / Robust weighted LAD regression / Computational Statistics and Data Analysis 50 : 3124 ~ 3140
Kittler, J. / 1986 / Feature selection and extraction, In Handbook of Pattern Recognition and Image Processing / Academic Press
Leng, C. / 2006 / A note on the LASSO and related procedures in model selection / Statistica Sinica 16 : 1273 ~ 1284
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