Asymptotic optimality of the nonnegative garrote estimator in threshold models

IF 1.1 4区数学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Journal of Statistical Computation and Simulation Pub Date : 2024-07-02 DOI:10.1080/00949655.2024.2371394

Lei Zhen, Xiuping Chen, Guanghui Cai, Yan Gao

引用次数: 0

Abstract

In this paper, it is aimed to broad Xiong's scope of analysis to the threshold models and develop an adjusted Mallows criterion to select the garrote parameter vector. Compared with other penalized...

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阈值模型中非负加罗法估计器的渐近最优性

本文旨在将熊的分析范围扩大到阈值模型，并开发出一种调整后的 Mallows 准则来选择加罗法参数向量。与其他惩罚性...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Statistical Computation and Simulation 数学-计算机：跨学科应用

CiteScore

2.30

自引率

8.30%

发文量

156

审稿时长

4-8 weeks

期刊介绍： Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer. Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems. JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented. Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.