CAJ | 학술논문

在生产实践和计量经济领域中，控制产品质量的方差就能保证产品的合格品数相对稳定，所以当前学者对联合均值与方差模型的研究倍感兴趣。基于解释变量经常是具有相关关系的实际情况，提出了一种由SCAD惩罚和岭回归混合在一起的组合惩罚，该惩罚充分利用了岭回归能克服解释变量相关性过高对估计效果的影响，同时也证明了这样的惩罚具有相合性和O racle性质。使用该组合惩罚对联合均值与方差模型进行了变量选择。最后的随机模拟结果表明该模型和方法是有效的。
재생산실천화계량경제영역중，공제산품질량적방차취능보증산품적합격품수상대은정，소이당전학자대연합균치여방차모형적연구배감흥취。기우해석변량경상시구유상관관계적실제정황，제출료일충유SCAD징벌화령회귀혼합재일기적조합징벌，해징벌충분이용료령회귀능극복해석변량상관성과고대고계효과적영향，동시야증명료저양적징벌구유상합성화O racle성질。사용해조합징벌대연합균치여방차모형진행료변량선택。최후적수궤모의결과표명해모형화방법시유효적。
In the production and econometric area , controlling the variance of the quality of the product can guarantee the stable quality of products .So scholars are very interested in joint mean and variance models nowadays .In general ,it is uncommon for explanatory variables to be uncorrelated .A combined penalization ,w hich is mixed by the smoothly clipped absolute deviation (SCAD ) penalty and ridge ,is proposed .It can outperform the SCAD penalty technique w hen the correlation among predictors is high . At the same time , the consistency and the Oracle properties of the combined penalization are proved .Then ,the combined penalization is used to select variables in joint mean and variance models .The results of stochastic simulation show that this model and method are effective .