湖北师范学院学报(自然科学版)
湖北師範學院學報(自然科學版)
호북사범학원학보(자연과학판)
JOURNAL OF HUBEI NORMAL UNIVERSITY(NATURAL SCIENCE)
2013年
4期
47-51
,共5页
变系数EV模型%SCAD%B样条基%线性平稳时间序列
變繫數EV模型%SCAD%B樣條基%線性平穩時間序列
변계수EV모형%SCAD%B양조기%선성평은시간서렬
varying coefficient EV model%SCAD%B-spline%linear stationary time series
在模型误差是时间序列时,利用B样条逼近和SCAD惩罚函数对变系数EV模型进行变量选择。选择合适的调整参数,偏差修正的变量选择能够同时选择有效的变量和估计非零的光滑系数函数。最后证明了变量选择的相合性,同时它也满足变量选择的Oracle性质---稀疏性。
在模型誤差是時間序列時,利用B樣條逼近和SCAD懲罰函數對變繫數EV模型進行變量選擇。選擇閤適的調整參數,偏差脩正的變量選擇能夠同時選擇有效的變量和估計非零的光滑繫數函數。最後證明瞭變量選擇的相閤性,同時它也滿足變量選擇的Oracle性質---稀疏性。
재모형오차시시간서렬시,이용B양조핍근화SCAD징벌함수대변계수EV모형진행변량선택。선택합괄적조정삼수,편차수정적변량선택능구동시선택유효적변량화고계비령적광활계수함수。최후증명료변량선택적상합성,동시타야만족변량선택적Oracle성질---희소성。
This paper focuses on variable selection for varying coefficient EV models when model error is a time series .We use B-spline basis and the SCAD penalty function to select .With appropriate tuning parameters , the proposed method can select significant variables and estimate the nonzero smooth coefficient functions simultaneously .We establish the consistency of the variable selection procedure , further the optimal convergence rate of the regularized estimator can be derived .