journal6 ›› 2003, Vol. 24 ›› Issue (4): 35-39.

• 博士论坛 • 上一篇    下一篇

Quasi-Regression标量系数估计的新方法

  

  1. (1.南开大学统计学系,天津 300071;2.天津财经学院统计学系,天津 300222)
  • 出版日期:2003-12-15 发布日期:2012-11-06
  • 作者简介:杨贵军(1970-),男,黑龙江省哈尔滨市人,南开大学统计学系博士研究生,主要从事试验设计和计算机试验研究.
  • 基金资助:

    国家自然科学基金资助项目(10171051)

New Approach to Estimate Scalar Coefficients of Quasi-Regression

  1. (1.Department of Statistics,Nankai University,Tianjin 300071,China;2.Department of Statistics,Tianjin University of Finance and Economics,Tianjin 300222,China)
  • Online:2003-12-15 Published:2012-11-06

摘要:Quasi-Regression主要用于解决高维空间的函数逼近问题.虽然这种方法的计算效率非常高,但拟合精度依赖于标量系数的估计.在正交基的线性组合中,选择Quasi-Regression标量系数的最小方差的无偏估计量,从而得到标量系数的新统计量,使得拟合函数的期望由原来的O(p/n)减少到O(p/n2).

关键词: Quasi-Regression, 计算机试验, 正交基函数, 最小二乘估计

Abstract: Quasi-Regression is introduced for approximation of a function in high dimensional space in recent literature.It was very highly computationally efficient.But the accuracy of approximation to an unknown function depends on estimators of scalar coefficients.In this paper,the authors provide new estimators of scalar coefficients,and obtain more accurate fitted function of an unknown function than the usual ones.

Key words: Quasi-Regression, computer experiments, orthogonal basis function, least square estimate

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