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2003年至2007年期间的半参数回归

Semiparametric regression during 2003-2007.

作者信息

Ruppert David, Wand M P, Carroll Raymond J

机构信息

School of Operations Research and Information Engineering, Cornell University, 1170 Comstock Hall, Ithaca, NY 14853, U.S.A.

出版信息

Electron J Stat. 2009 Jan 1;3:1193-1256. doi: 10.1214/09-EJS525.

Abstract

Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology - thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007. We find semiparametric regression to be a vibrant field with substantial involvement and activity, continual enhancement and widespread application.

摘要

半参数回归是参数回归和非参数回归的融合,它整合了低秩惩罚样条、混合模型和层次贝叶斯方法,从而能够更简化地处理纵向和空间相关性。我们回顾了2003年至2007年这五年间该领域的进展。我们发现半参数回归是一个活跃的领域,有大量的参与和活动,不断得到改进且应用广泛。

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