2024-03-28T23:06:05Zhttp://uvadoc.uva.es/oai/requestoai:uvadoc.uva.es:10324/229202021-06-23T10:10:00Zcom_10324_1151com_10324_931com_10324_894col_10324_1278
Degrees of freedom and model selection in semiparametric additive monotone regression
Rueda Sabater, María Cristina
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.
Ministerio de Ciencia e Innovación grant (MTM2012-37129)
2017-03-31T09:08:29Z
2017-03-31T09:08:29Z
2013
info:eu-repo/semantics/article
Journal of Multivariate Analysis. Vol 117, pp: 88-99
http://uvadoc.uva.es/handle/10324/22920
10.1016/j.jmva.2013.02.001
eng
http://www.sciencedirect.com/science/article/pii/S0047259X13000158
Attribution-NonCommercial-NoDerivatives 4.0 International
info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by-nc-nd/4.0/
Elsevier
application/pdf
https://uvadoc.uva.es/bitstream/10324/22920/6/DegFreCR.pdf.jpg
Hispana
TEXT
http://creativecommons.org/licenses/by-nc-nd/4.0/
UVaDOC. Repositorio Documental de la Universidad de Valladolid
http://uvadoc.uva.es/handle/10324/22920