کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150093 | 957911 | 2007 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
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کلمات کلیدی
Kullback–Leibler information - اطلاعات Kullback-LeiblerModel selection - انتخاب مدلEstimation - برآورد کردنJames–Stein estimator - برآوردگر جیمز استینDecision theory - تئوری تصمیمگیریRisk function - تابع ریسکRegression coefficients - ضریب رگرسیونLinear regression model - مدل رگرسیون خطیInformation criterion - معیار اطلاعاتAkaike information criterion - معیار اطلاعاتی آکائیکError variance - واریانس خطا
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection](/preview/png/1150093.png)
چکیده انگلیسی
This paper is concerned with the problem of constructing a good predictive distribution relative to the Kullback-Leibler information in a linear regression model. The problem is equivalent to the simultaneous estimation of regression coefficients and error variance in terms of a complicated risk, which yields a new challenging issue in a decision-theoretic framework. An estimator of the variance is incorporated here into a loss for estimating the regression coefficients. Several estimators of the variance and of the regression coefficients are proposed and shown to improve on usual benchmark estimators both analytically and numerically. Finally, the prediction problem of a distribution is noted to be related to an information criterion for model selection like the Akaike information criterion (AIC). Thus, several AIC variants are obtained based on proposed and improved estimators and are compared numerically with AIC as model selection procedures.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 7, 1 July 2007, Pages 2487-2508
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 7, 1 July 2007, Pages 2487-2508
نویسندگان
Tatsuya Kubokawa, Hisayuki Tsukuma,