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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
http://hdl.handle.net/10091/00021869
http://hdl.handle.net/10091/00021869fd43232a-46ae-4d2b-b315-5729c80b0a9c
名前 / ファイル | ライセンス | アクション |
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25380265_02.pdf (203.9 kB)
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Item type | 学術雑誌論文 / Journal Article(1) | |||||
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公開日 | 2020-02-27 | |||||
タイトル | ||||||
言語 | en | |||||
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 | |||||
言語 | ||||||
言語 | eng | |||||
DOI | ||||||
識別子タイプ | DOI | |||||
関連識別子 | https://doi.org/10.17654/TS053040187 | |||||
関連名称 | 10.17654/TS053040187 | |||||
キーワード | ||||||
主題 | alpha divergence, asymptotic expansion, regression model, asymptotic risk | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | journal article | |||||
著者 |
Sheena, Yo
× Sheena, Yo |
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出版者 | ||||||
出版者 | Pushpa Publishing House | |||||
引用 | ||||||
内容記述タイプ | Other | |||||
内容記述 | Far East Journal of Theoretical Statistics.53(4):187-230(2017) | |||||
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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抄録 | ||||||
内容記述タイプ | Abstract | |||||
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. | |||||
資源タイプ(コンテンツの種類) | ||||||
内容記述タイプ | Other | |||||
内容記述 | Article | |||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 0972-0863 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11602995 | |||||
出版タイプ | ||||||
出版タイプ | AM | |||||
出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa |