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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/25832| 標題: | 偏誤模型下L2Boosting估計法的極限預測方差 Asymptotic Mean Squared Prediction Error of Boosting Estimator under Misspecified Models |
| 作者: | Tzu-Chang Cheng 鄭子長 |
| 指導教授: | 銀慶剛(Ching-Kang Ing) |
| 關鍵字: | 預測方差,L2Boosting,模型選擇,WGA,WOGA, asymptotic mean squared prediction error,L2Boosting,model selection,weak greedy algorithm,weak greedy orthogonal algorithm, |
| 出版年 : | 2006 |
| 學位: | 碩士 |
| 摘要: | We examine the stochastic properties of L2Boosting estimator with rigorous treatment. Our research focuses on the weak orthogonal greedy algorithm because of its accessibility to analysis. Under mild conditions, the uniform law of large number of the optimal L2Boosting
estimator is established and the uniqueness of the optimal selection path is suggested. Based on the established results, we derive the exact asymptotic form for mean squared prediction error of L2Boosting estimator, and an algebraic tradeoff between squared bias and variance is found. The asymptotic expression serves as preliminaries for the future investigation on the optimal stopping rule of L2Boosting algorithm. |
| URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/25832 |
| 全文授權: | 未授權 |
| 顯示於系所單位： | 經濟學系 |
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