2012 Fiscal Year Final Research Report
Development and Application of A Non-iterative Selection Methods for Smoothing Parameters
| Project/Area Number |
22650058
|
|---|
| Research Category |
Grant-in-Aid for Challenging Exploratory Research
|
| Allocation Type | Single-year Grants |
|---|
| Research Field |
Statistical science
|
|---|
| Research Institution | Hiroshima University |
|---|
Principal Investigator |
|
|---|
| Co-Investigator(Renkei-kenkyūsha) |
FUJISAWA Hironori 統計数理研究所, 数理・推論研究系, 准教授 (00301177)
NINOMIYA Yoshiyuki 九州大学, マス フォア インダストリ研究所, 准教授 (50343330)
|
|---|
| Project Period (FY) |
2010 – 2012
|
| Keywords | 平滑化 / モデル選択 / 情報量規準 / 一般化リッジ回帰 |
|---|
| Research Abstract |
In this research, by applying the generalized ridge regressionto the nonparametric regression, we changed the model so that the parameters which make Cp criterion the minimum can be obtained by closed forms. Usingthese results, we proposed non-iterative optimization method for smoothing method. Moreover, we applied the proposed smoothing method to several nonparametric regression models.
|
