Some Notes on the Nonnegative Garrote
文献类型：期刊论文
| 作者 | Xiong, Shifeng
|
| 刊名 | TECHNOMETRICS
 |
| 出版日期 | 2010-08-01 |
| 卷号 | 52期号:3页码:349-361 |
| 关键词 | Degree of freedom Multicollinearity Shrinkage Variable selection |
| ISSN号 | 0040-1706 |
| DOI | 10.1198/TECH.2010.09148 |
| 英文摘要 | Some notes on the use of the nonnegative garrote (NG) are given in this article. The main result is that. compared with other penalized least-squares methods, the NG has a natural selection of penalty function according to an estimator of prediction risk. Furthermore, two natural estimators of the tuning parameter which only involve very simple computations are proposed corresponding to the Akaike information criterion (AIC) and Bayesian information criterion (BIC). respectively. This indicates that to select tuning parameters, it may be unnecessary to optimize a model selection criterion repeatedly. Several reasonable NG estimators with natural tuning parameters are proposed for multicollinearity problems and other problems. Simulation results and a real data analysis are reported for testing the results obtained previously. |
| 语种 | 英语 |
| WOS记录号 | WOS:000281046900013 |
| 出版者 | AMER STATISTICAL ASSOC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9860]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Xiong, Shifeng |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xiong, Shifeng. Some Notes on the Nonnegative Garrote[J]. TECHNOMETRICS,2010,52(3):349-361. |
| APA | Xiong, Shifeng.(2010).Some Notes on the Nonnegative Garrote.TECHNOMETRICS,52(3),349-361. |
| MLA | Xiong, Shifeng."Some Notes on the Nonnegative Garrote".TECHNOMETRICS 52.3(2010):349-361. |
入库方式： OAI收割
来源：数学与系统科学研究院
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