Some Notes on the Nonnegative Garrote

doi:10.1198/TECH.2010.09148

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	Some Notes on the Nonnegative Garrote
	Xiong, Shifeng
	2010-08-01
发表期刊	TECHNOMETRICS
ISSN	0040-1706
卷号	52 期号:3 页码:349-361
摘要	Some notes on the use of the nonnegative garrote (NG) are given in this article. The main result is that. compared with other penalized least-squares methods, the NG has a natural selection of penalty function according to an estimator of prediction risk. Furthermore, two natural estimators of the tuning parameter which only involve very simple computations are proposed corresponding to the Akaike information criterion (AIC) and Bayesian information criterion (BIC). respectively. This indicates that to select tuning parameters, it may be unnecessary to optimize a model selection criterion repeatedly. Several reasonable NG estimators with natural tuning parameters are proposed for multicollinearity problems and other problems. Simulation results and a real data analysis are reported for testing the results obtained previously.
关键词	Degree of freedom Multicollinearity Shrinkage Variable selection
DOI	10.1198/TECH.2010.09148
语种	英语
资助项目	National Natural Science Foundation of China[10771126] ; National Natural Science Foundation of China[10801130] ; Key Laboratory of Systems and Control, Chinese Academy of Sciences
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000281046900013
出版者	AMER STATISTICAL ASSOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9861
专题	系统科学研究所
通讯作者	Xiong, Shifeng
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Xiong, Shifeng. Some Notes on the Nonnegative Garrote[J]. TECHNOMETRICS,2010,52(3):349-361.
APA	Xiong, Shifeng.(2010).Some Notes on the Nonnegative Garrote.TECHNOMETRICS,52(3),349-361.
MLA	Xiong, Shifeng."Some Notes on the Nonnegative Garrote".TECHNOMETRICS 52.3(2010):349-361.