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Asymptotic Expansion of Risk for a Regression Model with respect to α-Divergence with an Application to the Sample Size Problem
https://shinshu.repo.nii.ac.jp/records/45072
https://shinshu.repo.nii.ac.jp/records/45072334f88dc-cda8-42ad-9e6e-0204384c91a2
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
https://soar-ir.repo.nii.ac.jp/?action=repository_action_common_download&item_id=21112&item_no=1&attribute_id=65&file_no=1
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| Item type | Journal Article(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2021-03-01 | |||||||
| タイトル | ||||||||
| タイトル | Asymptotic Expansion of Risk for a Regression Model with respect to α-Divergence with an Application to the Sample Size Problem | |||||||
| 作成者(その他言語) |
Sheena, Yo
× Sheena, Yo
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| 公開者(その他言語) | ||||||||
| 姓名 | Pushpa, Publishing House | |||||||
| 書誌情報 |
Far East Journal of Theoretical Statistics 巻 53, 号 4, p. 187-230, 発行日 2017-07 |
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| 言語 | ||||||||
| 言語 | eng | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | alpha divergence | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | asymptotic expansion | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | regression model | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | asymptotic risk | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||
| 資源タイプ | journal article | |||||||
| アクセス権 | ||||||||
| アクセス権 | metadata only access | |||||||
| アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||||
| 内容記述 | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | For a regression model, we consider the risk of the maximum likelihood estimator with respect to α-divergence, which includes the special cases of Kullback-Leibler divergence, Hellinger distance and χ2 divergence. The asymptotic expansion of the risk with respect to the sample size nis given up to the order n-2. We observe how the risk convergence speed (to zero) is affected by the error term distributions and the magnitude of the joint moments of the standardized explanatory variables under three concrete error term distributions: a normal distribution, a t-distribution and a skew-normal distribution. We try to use the (approximated) risk of m.l.e. as a measure of the difficulty of estimation for the regression model. Especially comparing the value of the (approximated) risk with that of a binomial distribution, we can give a certain standard for the sample size required to estimate the regression model. | |||||||
| 日付 | ||||||||
| 日付 | 2020-02-27 | |||||||
| 日付タイプ | Created | |||||||
| 資源タイプ | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | Article | |||||||
| その他の資源識別子 | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | Far East Journal of Theoretical Statistics.53(4):187-230(2017) | |||||||
| 資源識別子URI | ||||||||
| 識別子 | http://hdl.handle.net/10091/00021869 | |||||||
| 識別子タイプ | HDL | |||||||
| ISSN | ||||||||
| 収録物識別子タイプ | ISSN | |||||||
| 収録物識別子 | 0972-0863 | |||||||
| 処理レコードID(総合目録DB) | ||||||||
| 収録物識別子タイプ | NCID | |||||||
| 収録物識別子 | AA11602995 | |||||||
| DOI | ||||||||
| 関連タイプ | isVersionOf | |||||||
| 識別子タイプ | DOI | |||||||
| 関連識別子 | http://dx.doi.org/10.17654/TS053040187 | |||||||
| 著者版フラグ | ||||||||
| 出版タイプ | AM | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||
