使用充分資訊準則選取寬度在區域性迴歸的模擬研究

A Simulation Study of Bandwidth Selection for Local Regression Using Full-Information Criteria

趙致平(Chih-Ping Chao)

指導教授 ： 黃禮珊

國立清華大學/理學院/統計學研究所/碩士(2012年)

https://doi.org/10.6843/NTHU.2012.00444

摘要

Bandwidth selection for local regression methods have been studied in the literature.
However, the classical criteria such as AICc and GCV ignore some information from the estimated coefficients,
leading to biased assessment.
In this work, we propose utilizing full-information criteria for bandwidth selection and explore their performance
through a simulation study in comparison with other existing methods.

關鍵字

寬度 ； 區域性迴歸 ； 無母數迴歸 ； 充分資訊 ； 準則

並列摘要

Bandwidth selection for local regression methods have been studied in the literature.
However, the classical criteria such as AICc and GCV ignore some information from the estimated coefficients,
leading to biased assessment.
In this work, we propose utilizing full-information criteria for bandwidth selection and explore their performance
through a simulation study in comparison with other existing methods.

並列關鍵字

Bandwidth ； Local polynomial regression ； Nonparametric regresion ； Full-information ； Criteria

參考文獻

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[2] Bowman, A.W. and Azzalini, A. (1997), Applied Smoothing Techniques for Data Analysis, London : Oxford.

[4] Craven, P. and Wahba, G. (1979), ``Smoothing Noisy Data with Spline Functions," Numer. Math. 31, 377-403.

[6] Fan, J., and Gijbels, I. (1996), Local Polynomial Modelling and Its Applications, London : Chapman and Hall.

[7] Huang, L.-S., and Chen, J. (2008), ``Analysis of Variance, Coefficient of Determination, and F-test for Local Polynomial Regression,'' Annals of Statistics, 36, 2085-2109.