A generalized risk criterion for variable selection.
In general model selection so far considered in literature, the parameter estimation loss and the prediction loss from the model selected are considered to be the same. In this thesis, the methods of parameter estimation may vary with different estimation loss, and the model selection may be based o...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2007
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| Online Access: | http://library.cuhk.edu.hk/record=b6074358 http://repository.lib.cuhk.edu.hk/en/item/cuhk-343987 |