Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Nonnegative Garrote 에서의 영향관측값 검출

  • 안병진 ((143-701) 서울 광진구 모진동 93-1, 건국대학교 응용통계학과)
  • Published : 1997.04.01
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Abstract

Breiman(1995)에 의하여 제안된 nonnegative garrote을 Mallows $C_p$의 확장된 개념인 $C_H$의 관점에서 최소자승법, 능형회귀, 축소추정량, 변수선택등의 방법과 비교하였다. 또한 $C_H$를 각 관측값이 기여한 양으로 분해하여 nonnegative garrote의 경우 영향관측값을 검출할 수 있는 한가지 방법을 다루었다.

Keywords

References

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