基于自适用 lasso的更新几何过程参数估计
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引用本文:梁小林,李静,郭敏.基于自适用 lasso的更新几何过程参数估计[J].经济数学,2017,(2):43-46
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作者单位
梁小林,李静,郭敏 (长沙理工大学 数学与统计学院湖南 长沙410114) 
中文摘要:根据更新几何过程的定义和性质,运用lasso类方法构建模型获取其参数估计,并通过数值模拟进行检验,验证了该方法是有效的.在具有不同更新几何过程比率的条件下,比较了lasso和自适用 lasso两种方法的估计,结果表明自适用lasso方法更适合更新几何过程的参数估计.
中文关键词:数理统计  参数估计  lasso类方法  更新几何过程
 
Parametric Estimations of Renewal-geometric rocess Based on Adaptive Lasso
Abstract:According to the definition and the properties of renewal-geometric process ,the Lasso type method was used to establish a model for the parameter estimation.Some simulation experiments were performed in the test,and the results show that the proposed method is effective.This article compared the performance of Lasso and adaptive Lasso method in different rates,which shows that adaptive Lasso method is more suitable for renewal-geometric process in parametric estimations.
keywords:mathematical statistics  parametric estimation  lasso-type method  renewal-geometric process
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