半参数回归模型的泛补偿最小二乘估计  

Universal Penalized Least Squares Estimation for Semiparametric Regression Models

作　　者：胡宏昌[1] 

机构地区：[1]武汉大学数学与统计学院

出　　处：《工程数学学报》2005年第3期487-492,共6页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学基金(40274005)湖北省教育厅重大基金项目(2004Z001).

摘　　要：本文首先提出泛补偿最小二乘法;接着,使用该法考虑半参数回归模型,得到了参数及非参数的估计;然后,将泛补偿最小二乘法与补偿最小二乘法进行了比较;最后用模拟的算例说明了该方法的有效性。First, the universal penalized least squares method is given in this paper. Using the method, the semiparametric regression model is considered, and the estimators of parameter and non-parameter are obtained. Then, the universal penalized least squares estimators are compared with penalized least squares estimators. At last, the validity of the method is illuminated by simulating examples.

关 键 词：半参数回归模型 泛补偿最小二乘估计 补偿最小二乘法则 岭估计法则 

分 类 号：O212[理学—概率论与数理统计] P207[理学—数学]