SCAD-penalized regression for varying-coefficient models with autoregressive errors

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Penalized Regression Models with Autoregressive Error Terms

Penalized regression methods have recently gained enormous attention in statistics and the field of machine learning due to their ability of reducing the prediction error and identifying important variables at the same time. Numerous studies have been conducted for penalized regression, but most of them are limited to the case when the data are independently observed. In this paper, we study a ...

متن کامل

SCAD-Penalized Regression in High-Dimensional Partially Linear Models

We consider the problem of simultaneous variable selection and estimation in partially linear models with a divergent number of covariates in the linear part, under the assumption that the vector of regression coefficients is sparse. We apply the SCAD penalty to achieve sparsity in the linear part and use polynomial splines to estimate the nonparametric component. Under reasonable conditions, i...

متن کامل

Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors

In this paper, we consider improved estimation strategies for the parameter vector in multiple regression models with first-order random coefficient autoregressive errors (RCAR(1)). We propose a shrinkage estimation strategy and implement variable selection methods such as lasso and adaptive lasso strategies. The simulation results reveal that the shrinkage estimators perform better than both l...

متن کامل

Optimal designs for regression models with autoregressive errors

In the one-parameter regression model with AR(1) and AR(2) errors we find explicit expressions and a continuous approximation of the optimal discrete design for the signed least square estimator. The results are used to derive the optimal variance of the best linear estimator in the continuous time model and to construct efficient estimators and corresponding optimal designs for finite samples.

متن کامل

Varying-Coefficient Functional Linear Regression Models

We propose in this work a generalization of the functional linear model in which an additional real variable influences smoothly the functional coefficient. This leads us to build a varying-coefficient regressionmodel for functional data. We propose two estimators based respectively on conditional functional principal regression and on local penalized regression splines and prove their pointwis...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 2015

ISSN: 0047-259X

DOI: 10.1016/j.jmva.2015.02.004