Boosting local quasi-likelihood estimators

Masao Ueki, Kaoru Fueda

    研究成果: Article査読

    抄録

    For likelihood-based regression contexts, including generalized linear models, this paper presents a boosting algorithm for local constant quasi-likelihood estimators. Its advantages are the following: (a) the one-boosted estimator reduces bias in local constant quasi-likelihood estimators without increasing the order of the variance, (b) the boosting algorithm requires only one-dimensional maximization at each boosting step and (c) the resulting estimators can be written explicitly and simply in some practical cases.

    本文言語English
    ページ(範囲)235-248
    ページ数14
    ジャーナルAnnals of the Institute of Statistical Mathematics
    62
    2
    DOI
    出版ステータスPublished - 2010 4

    ASJC Scopus subject areas

    • 統計学および確率

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