Showing 51 - 60 of 127
Persistent link: https://www.econbiz.de/10002726175
Common approaches to monotonic regression focus on the case of a unidimensional covariate and continuous dependent variable. Here a general approach is proposed that allows for additive and multiplicative structures where one or more variables have monotone influence on the dependent variable....
Persistent link: https://www.econbiz.de/10002753340
In recent years the introduction of aggregation methods led to many new techniques within the field of prediction and classification. The most important developments, bagging and boosting, habe been extensively analyzed for two and multi class problems. While the proposed methods treat the class...
Persistent link: https://www.econbiz.de/10002719808
The main problem with localized discriminant techniques is the curse of dimensionality, which seems to restrict their use to the case of few variables. This restriction does not hold if localization is combined with a reduction of dimension. In particular it is shown that localization yields...
Persistent link: https://www.econbiz.de/10002719913
Persistent link: https://www.econbiz.de/10001301451
Ridge regression is a well established method to shrink regression parameters towards zero, thereby securing existence of estimates. The present paper investigates several approaches to combining ridge regression with boosting techniques. In the direct approach the ridge estimator is used to fit...
Persistent link: https://www.econbiz.de/10003365421
A novel concept for estimating smooth functions by selection techniques based on boosting is developed. It is suggested to put radial basis functions with different spreads at each knot and to do selection and estimation simultaneously by a componentwise boosting algorithm. The methodology of...
Persistent link: https://www.econbiz.de/10003365536
Functional data analysis can be challenging when the functional objects are sampled only very sparsely and unevenly. Most approaches rely on smoothing to recover the underlying functional object from the data which can be difficult if the data is irregularly distributed. In this paper we present...
Persistent link: https://www.econbiz.de/10003365544
We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in terms of a generous amount of B-Splines basis functions. In...
Persistent link: https://www.econbiz.de/10003365547
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