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
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제25권 제6호
- 발행연도
- 2018.11
- 수록면
- 633 - 645 (13page)
이용수
초록· 키워드
오류제보하기
Gaussian error distributions are a common choice in traditional regression models for the maximum likelihood (ML) method. However, this distributional assumption is often suspicious especially when the error distribution is skewed or has heavy tails. In both cases, the ML method under normality could break down or lose efficiency. In this paper, we consider the log-concave and Gaussian scale mixture distributions for error distributions. For the log-concave errors, we propose to use a smoothed maximum likelihood estimator for stable and faster computation. Based on this, we perform comparative simulation studies to see the performance of coefficient estimates under normal, Gaussian scale mixture, and log-concave errors. In addition, we also consider real data analysis using Stack loss plant data and Korean labor and income panel data.
목차
등록된 정보가 없습니다.
참고문헌 (0)
참고문헌 신청함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Penalized maximum likelihood estimation with symmetric log-concave errors and LASSO penalty
CSAM(Communications for Statistical Applications and Methods)
2022 .11
-
Comparison of parameter estimation methods for normal inverse Gaussian distribution
CSAM(Communications for Statistical Applications and Methods)
2020 .01
-
Concave penalized linear discriminant analysis on high dimensions
CSAM(Communications for Statistical Applications and Methods)
2024 .07
-
부유분진측정기(PM10) 관측 자료 실시간 품질관리 알고리즘 개발 및 평가
대기
2016 .12
-
Machine Learning-Based Cloud Phase estimation using Gaussian Mixture Model (GMM) on GEO-KOMPSAT-2A Observations
한국기상학회 학술대회 논문집
2024 .10
-
Partially linear multivariate regression in the presence of measurement error
CSAM(Communications for Statistical Applications and Methods)
2020 .09
-
Review on statistical methods for large spatial Gaussian data
한국데이터정보과학회지
2015 .04
-
Small sample likelihood-based inference for the ratio of two independent Lévy distributions
한국데이터정보과학회지
2025 .03
-
Likelihood-based inference for the ratio of shape parameters of generalized exponential distributions
한국데이터정보과학회지
2018 .05
-
Error Control Strategy in Error Correction Methods
Kyungpook Mathematical Journal
2015 .01
-
Mixture modeling for efficiently estimating the spectral distribution of bivariate regular variation
한국데이터정보과학회지
2021 .05
-
Normal inverse Gaussian 분포에서 모수추정의 보정 방법 연구
응용통계연구
2016 .06
-
The Waveform Model of Laser Altimeter System with Flattened Gaussian Laser
Current Optics and Photonics
2015 .08
-
Likelihood-based inference for the ratio of the parameters of the inverse exponential distributions
한국데이터정보과학회지
2019 .11
-
Power t distribution
CSAM(Communications for Statistical Applications and Methods)
2016 .07
-
Effect of zero imputation methods for log-transformation of independent variables in logistic regression
CSAM(Communications for Statistical Applications and Methods)
2024 .07
-
Confidence intervals for the stress-strength reliability of the generalized exponential distribution
한국데이터정보과학회지
2018 .09
-
Gaussian Model for Laser Image on Curved Surface
Current Optics and Photonics
2023 .12
-
생태학 자료에 대한 가우시안 반응곡선 적합
Journal of The Korean Data Analysis Society
2018 .01
-
적응 기각 추출을 기반으로 하는 난수 생성기의 성능 비교
한국데이터정보과학회지
2015 .06
이 논문의 저자 정보
최근 본 자료
댓글(0)
0
UCI(KEPA) : I410-ECN-0101-2023-310-001571489