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題名 脊廻歸估計之模擬研究 作者 鄭敏祿 貢獻者 郎冰瑩
鄭敏祿日期 1985 上傳時間 14-Nov-2016 15:03:08 (UTC+8) 摘要 第一章 緒論1第一節 探討模式1第二節 研究動機及目的3第二章 脊估計量的理論探討5第一節 脊估計量5第二節 結合主成份法的脊估計量11第三章 k 值的選取24第一節 選取k值的發展24第二節 建議法則27第四章 脊估計量的模擬39第一節 模擬方法39第二節 模擬結果41第五章 結論67附錄 程式69參考書目81 參考文獻 1. Chang, D.S. and Tsai, D.C. (1979) : A Modified Approach to Ridge Estimation. Proceedings of the conference on Recent Developments in Statistical Methods and Applications, 53~69.2. Gibbons, D. G. (1981): A Simulation Study of Some Ridge Estimtors. JASA, 76, 131~139.3. Golub, G. H. and Reinsch, C. ( 1970 ) : Singular Value Decomposition and Least Squares Solution. Numer. Math., 14, 403~420.4. Gunst, R. F. (1979): An Approach to the Programming of Biased Regression Algorithms. Commun. Statist. B8, 151~159.5. Hocking, R.R., Speed, F. M. and Lynn, M. J. ( 1976) : A Class of Biased Estimators in Linear Regression. Technometrics, 18, 425~437.6. Hoerl, A. E. and Kennard, R.W. ( 1970a ) : Ridge Regression : Biased Estimation for Nonorthogonal Problems. Technometrics , 12, 55~67.7. Hoerl, A. E. and Kennard, R.W. ( 1970b ) : Ridge Regression : Applications to Nonorthogonal Problems. Technometrics, 12, 69~82.8. Hoerl, A. E., Kennard, R.W. and Baldwin, K. F. (1975) : Ridge Regression : Some Simulations. Commun. Statist. B4, 105~123.9. Hoerl, A. E. and Kennard, R. W. (1976) :Ridge Regression : Interative Estimation of the Biasing Parameter. Commun. Statist. A5, 77~78.10. Kunth, D. E. ( 1969) : The Art of Computer Programming. Volume 2, p. 104. Addison-Wesley.11. Law, A. M. and Kelton, W. D. ( 1982 ) : Simulation Modeling and Analysis. McGraw-Hill, Inc. 222~228.12. Leon, S. J. ( 1980 ) : Linear Algebra with Applications. Macmillan Publishing Co., Inc.13. Marquardt, D. W. ( 1970 ) : Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation. Technometrics, 12, 591~612.14. McDonald, G. C. and Galarneau, D. I . ( 1975 ) : A Monte Carlo evaluation of Some Ridge Type estimators. JASA, 70, 407~416.15. Nordberg, L. (1982) : A Procedure for Determination of A Good Ridge Parameter in Linear Regression. Commun. Statist. B11, 285~309.16.謝文達 ( 1982 )：脊廻歸中一些估計方法的模擬研究，淡大數學所碩士論文。 關聯 國立政治大學
統計研究所
碩士
73資料類型 thesis dc.contributor.advisor 郎冰瑩 dc.contributor.author (Authors) 鄭敏祿 dc.creator (作者) 鄭敏祿 zh_TW dc.date (日期) 1985 dc.date.accessioned 14-Nov-2016 15:03:08 (UTC+8) - dc.date.available 14-Nov-2016 15:03:08 (UTC+8) - dc.date.issued (上傳時間) 14-Nov-2016 15:03:08 (UTC+8) - dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/103920 - dc.description.abstract (摘要) 第一章 緒論1第一節 探討模式1第二節 研究動機及目的3第二章 脊估計量的理論探討5第一節 脊估計量5第二節 結合主成份法的脊估計量11第三章 k 值的選取24第一節 選取k值的發展24第二節 建議法則27第四章 脊估計量的模擬39第一節 模擬方法39第二節 模擬結果41第五章 結論67附錄 程式69參考書目81 dc.format.extent 115 bytes - dc.format.mimetype text/html - dc.relation (關聯) 國立政治大學 dc.relation (關聯) 統計研究所 dc.relation (關聯) 碩士 dc.relation (關聯) 73 dc.title (題名) 脊廻歸估計之模擬研究 zh_TW dc.type (資料類型) thesis dc.relation.reference (參考文獻) 1. Chang, D.S. and Tsai, D.C. (1979) : A Modified Approach to Ridge Estimation. Proceedings of the conference on Recent Developments in Statistical Methods and Applications, 53~69.2. Gibbons, D. G. (1981): A Simulation Study of Some Ridge Estimtors. JASA, 76, 131~139.3. Golub, G. H. and Reinsch, C. ( 1970 ) : Singular Value Decomposition and Least Squares Solution. Numer. Math., 14, 403~420.4. Gunst, R. F. (1979): An Approach to the Programming of Biased Regression Algorithms. Commun. Statist. B8, 151~159.5. Hocking, R.R., Speed, F. M. and Lynn, M. J. ( 1976) : A Class of Biased Estimators in Linear Regression. Technometrics, 18, 425~437.6. Hoerl, A. E. and Kennard, R.W. ( 1970a ) : Ridge Regression : Biased Estimation for Nonorthogonal Problems. Technometrics , 12, 55~67.7. Hoerl, A. E. and Kennard, R.W. ( 1970b ) : Ridge Regression : Applications to Nonorthogonal Problems. Technometrics, 12, 69~82.8. Hoerl, A. E., Kennard, R.W. and Baldwin, K. F. (1975) : Ridge Regression : Some Simulations. Commun. Statist. B4, 105~123.9. Hoerl, A. E. and Kennard, R. W. (1976) :Ridge Regression : Interative Estimation of the Biasing Parameter. Commun. Statist. A5, 77~78.10. Kunth, D. E. ( 1969) : The Art of Computer Programming. Volume 2, p. 104. Addison-Wesley.11. Law, A. M. and Kelton, W. D. ( 1982 ) : Simulation Modeling and Analysis. McGraw-Hill, Inc. 222~228.12. Leon, S. J. ( 1980 ) : Linear Algebra with Applications. Macmillan Publishing Co., Inc.13. Marquardt, D. W. ( 1970 ) : Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation. Technometrics, 12, 591~612.14. McDonald, G. C. and Galarneau, D. I . ( 1975 ) : A Monte Carlo evaluation of Some Ridge Type estimators. JASA, 70, 407~416.15. Nordberg, L. (1982) : A Procedure for Determination of A Good Ridge Parameter in Linear Regression. Commun. Statist. B11, 285~309.16.謝文達 ( 1982 )：脊廻歸中一些估計方法的模擬研究，淡大數學所碩士論文。
