完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | Chen, Chun-Shu | en_US |
dc.contributor.author | Huang, Hsin-Cheng | en_US |
dc.date.accessioned | 2014-12-08T15:21:52Z | - |
dc.date.available | 2014-12-08T15:21:52Z | - |
dc.date.issued | 2012-03-01 | en_US |
dc.identifier.issn | 1352-8505 | en_US |
dc.identifier.uri | http://dx.doi.org/10.1007/s10651-011-0171-2 | en_US |
dc.identifier.uri | http://hdl.handle.net/11536/15571 | - |
dc.description.abstract | Variable selection in geostatistical regression is an important problem, but has not been well studied in the literature. In this paper, we focus on spatial prediction and consider a class of conditional information criteria indexed by a penalty parameter. Instead of applying a fixed criterion, which leads to an unstable predictor in the sense that it is discontinuous with respect to the response variables due to that a small change in the response may cause a different model to be selected, we further stabilize the predictor by local model averaging, resulting in a predictor that is not only continuous but also differentiable even after plugging-in estimated model parameters. Then Stein's unbiased risk estimate is applied to select the penalty parameter, leading to a data-dependent penalty that is adaptive to the underlying model. Some numerical experiments show superiority of the proposed model averaging method over some commonly used variable selection methods. In addition, the proposed method is applied to a mercury data set for lakes in Maine. | en_US |
dc.language.iso | en_US | en_US |
dc.subject | Conditional Akaike information criterion | en_US |
dc.subject | Data perturbation | en_US |
dc.subject | Spatial prediction | en_US |
dc.subject | Stabilization | en_US |
dc.subject | Stein's unbiased risk estimate | en_US |
dc.subject | Variable selection | en_US |
dc.title | Geostatistical model averaging based on conditional information criteria | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.1007/s10651-011-0171-2 | en_US |
dc.identifier.journal | ENVIRONMENTAL AND ECOLOGICAL STATISTICS | en_US |
dc.citation.volume | 19 | en_US |
dc.citation.issue | 1 | en_US |
dc.citation.spage | 23 | en_US |
dc.citation.epage | 35 | en_US |
dc.contributor.department | 統計學研究所 | zh_TW |
dc.contributor.department | Institute of Statistics | en_US |
dc.identifier.wosnumber | WOS:000301606800002 | - |
dc.citation.woscount | 1 | - |
顯示於類別: | 期刊論文 |