欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
在生产实践和计量经济领域中，控制产品质量的方差就能保证产品的合格品数相对稳定，所以当前学者对联合均值与方差模型的研究倍感兴趣。基于解释变量经常是具有相关关系的实际情况，提出了一种由SCAD惩罚和岭回归混合在一起的组合惩罚，该惩罚充分利用了岭回归能克服解释变量相关性过高对估计效果的影响，同时也证明了这样的惩罚具有相合性和O racle性质。使用该组合惩罚对联合均值与方差模型进行了变量选择。最后的随机模拟结果表明该模型和方法是有效的。
英文摘要：
In the production and econometric area , controlling the variance of the quality of the product can guarantee the stable quality of products .So scholars are very interested in joint mean and variance models nowadays .In general ,it is uncommon for explanatory variables to be uncorrelated .A combined penalization ,w hich is mixed by the smoothly clipped absolute deviation （SCAD ） penalty and ridge ,is proposed .It can outperform the SCAD penalty technique w hen the correlation among predictors is high . At the same time , the consistency and the Oracle properties of the combined penalization are proved .Then ,the combined penalization is used to select variables in joint mean and variance models .The results of stochastic simulation show that this model and method are effective .
同期刊论文项目
同项目期刊论文
Supplier evaluation and selection using axiomatic fuzzy set and DEA methodology in supply chain mana
Variable selection in the high - dimensional continuous generalized linear model with current status
Semanticdescription method for face features of larger Chinese ethnic groups based onimproved WM met
The modeling and prediction of time series based on synergy of high order fuzzy cognitive maps and f
The exit probabilities of brownian motion with variable dimension applying to the control of populat
The use of axiomatic fuzzy set theory in AHP and TOPSIS methodology to determine strategies prioriti
Variable selection in the high-dimensional continuous generalized linear model with current status d
Asymptotic behavior of random time absolute ruin probability with D boolean AND L tailed and conditi
Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applic
期刊信息
位置：