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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/103920
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/103920


    Title: 脊廻歸估計之模擬研究
    Authors: 鄭敏祿
    Contributors: 郎冰瑩
    鄭敏祿
    Date: 1985
    Issue Date: 2016-11-14 15:03:08 (UTC+8)
    Abstract: 第一章 緒論1
    第一節 探討模式1
    第二節 研究動機及目的3
    第二章 脊估計量的理論探討5
    第一節 脊估計量5
    第二節 結合主成份法的脊估計量11
    第三章 k 值的選取24
    第一節 選取k值的發展24
    第二節 建議法則27
    第四章 脊估計量的模擬39
    第一節 模擬方法39
    第二節 模擬結果41
    第五章 結論67
    附錄 程式69
    參考書目81
    Reference: 1. Chang, D.S. and Tsai, D.C. (1979) : A Modified Approach to Ridge Estimation. Proceedings of the conference on Recent Developments in Statistical Methods and Applications, 53~69.
    2. Gibbons, D. G. (1981): A Simulation Study of Some Ridge Estimtors. JASA, 76, 131~139.
    3. Golub, G. H. and Reinsch, C. ( 1970 ) : Singular Value Decomposition and Least Squares Solution. Numer. Math., 14, 403~420.
    4. Gunst, R. F. (1979): An Approach to the Programming of Biased Regression Algorithms. Commun. Statist. B8, 151~159.
    5. Hocking, R.R., Speed, F. M. and Lynn, M. J. ( 1976) : A Class of Biased Estimators in Linear Regression. Technometrics, 18, 425~437.
    6. Hoerl, A. E. and Kennard, R.W. ( 1970a ) : Ridge Regression : Biased Estimation for Nonorthogonal Problems. Technometrics , 12, 55~67.
    7. Hoerl, A. E. and Kennard, R.W. ( 1970b ) : Ridge Regression : Applications to Nonorthogonal Problems. Technometrics, 12, 69~82.
    8. Hoerl, A. E., Kennard, R.W. and Baldwin, K. F. (1975) : Ridge Regression : Some Simulations. Commun. Statist. B4, 105~123.
    9. Hoerl, A. E. and Kennard, R. W. (1976) :Ridge Regression : Interative Estimation of the Biasing Parameter. Commun. Statist. A5, 77~78.
    10. Kunth, D. E. ( 1969) : The Art of Computer Programming. Volume 2, p. 104. Addison-Wesley.
    11. Law, A. M. and Kelton, W. D. ( 1982 ) : Simulation Modeling and Analysis. McGraw-Hill, Inc. 222~228.
    12. Leon, S. J. ( 1980 ) : Linear Algebra with Applications. Macmillan Publishing Co., Inc.
    13. Marquardt, D. W. ( 1970 ) : Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation. Technometrics, 12, 591~612.
    14. McDonald, G. C. and Galarneau, D. I . ( 1975 ) : A Monte Carlo evaluation of Some Ridge Type estimators. JASA, 70, 407~416.
    15. Nordberg, L. (1982) : A Procedure for Determination of A Good Ridge Parameter in Linear Regression. Commun. Statist. B11, 285~309.
    16.謝文達 ( 1982 ):脊廻歸中一些估計方法的模擬研究,淡大數學所碩士論文。
    Relation: 國立政治大學
    統計研究所
    碩士
    73
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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