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研究生:黃裕欽
研究生(外文):Yuh-Chin Hwang
論文名稱:積分型式的交叉有效法
論文名稱(外文):An Integration Type Cross-validation Criterion
指導教授:朱至剛朱至剛引用關係
指導教授(外文):Chih-Kang Chu
學位類別:碩士
校院名稱:國立東華大學
系所名稱:應用數學系
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2002
畢業學年度:90
語文別:中文
論文頁數:19
中文關鍵詞:帶寬值核估計量無母數迴歸分析帶寬值選擇法
外文關鍵詞:kernel estimatornonparametric regressionbandwidth selectorbandwidth
相關次數:
  • 被引用被引用:0
  • 點閱點閱:231
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  • 下載下載:19
  • 收藏至我的研究室書目清單書目收藏:0
在本文中, 我們用積分方差 (integrated square error) 方式構造出新的交叉有效法 (cross-validation) 以供核估計量 (kernel estimator) 選擇帶寬值 (bandwidth)。 模擬研究顯示本文所介紹的方法較傳統的交叉有效法所產生的帶寬估計值能使核估計量有更好的估計效果, 亦即產生更小的積分均方差 (integrated mean square error)。
In this paper, the idea of integrated square error is applied to construct a new version of cross-validation.
Simulation studies demonstrate that the kernel estimator using the value of bandwidth produced by our suggested method has better performance than that by ordinary cross-validation, in the sence of having smaller sample integrated mean square error.
一 簡介 4 ~ 6
二 迴歸模型及交叉有效法 7 ~ 10
三 模擬研究 11 ~
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