Skip navigation
Por favor, use este identificador para citar o enlazar este ítem: http://uvadoc.uva.es/handle/10324/22920
Título: Degrees of freedom and model selection in semiparametric additive monotone regression
Autor: Rueda, Cristina
Año del Documento: 2013
Documento Fuente: Journal of Multivariate Analysis. Vol 117, pp: 88-99
Resumen: The degrees of freedom of semiparametric additive monotone models are derived using results about projections onto sums of order cones. Two important related questions are also studied, namely, the de nition of estimators for the parameter of the error term and the formulation of speci c Akaike Information Criteria statistics. Several alternatives are proposed to solve both problems and simulation experiments are conducted to compare the behavior of the di erent candidates. A new selection criterion is proposed that combines the ability to guess the model but also the e ciency to estimate the variance parameter. Finally, the criterion is used to select the model in a regression problem from a well known data set.
Revisión por Pares: SI
DOI: 10.1016/j.jmva.2013.02.001
Patrocinador: Ministerio de Ciencia e Innovación grant (MTM2012-37129)
Version del Editor: http://www.sciencedirect.com/science/article/pii/S0047259X13000158
Propietario de los Derechos: Elsevier
Idioma: eng
URI: http://uvadoc.uva.es/handle/10324/22920
Derechos: info:eu-repo/semantics/openAccess
Aparece en las colecciones:DEP24 - Artículos de revista

Ficheros en este ítem:
Fichero Descripción TamañoFormato 
DegFreCR.pdf333,76 kBAdobe PDFThumbnail
Visualizar/Abrir


Este ítem está sujeto a una licencia Creative Commons Licencia Creative Commons Creative Commons

Comentarios
Universidad de Valladolid
Powered by MIT's. DSpace software, Version 5.5