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Penalized M-Estimation Based on standard error Adjusted Adaptive Elastic-Net

Journal of Systems Science & Complexity 2023年第3期36卷 1265-1284页

作者： WU Xianjun WANG Mingqiu HU Wenting TIAN Guo-Liang LI Tao School of Statistics and Mathematics Zhongnan University of Economics and LawWuhan 430073China School of Statistics and Data Scicence Qufu Normal UniversityQufu 273165China Department of Statistics and Data Science Southern University of Science and TechnologyShenzhen 518055China

When there are outliers or heavy-tailed distributions in the data, the traditional least squares with penalty function is no longer applicable. In addition, with the rapid development of science and technology, a lot of data, enjoying high dimension, strong correlation and redundancy, has been generated in real life. So it is necessary to find an effective variable selection method for dealing with collinearity based on the robust method. This paper proposes a penalized M-estimation method based on standard error adjusted adaptive elastic-net, which uses M-estimators and the corresponding standard errors as weights. The consistency and asymptotic normality of this method are proved theoretically. For the regularization in high-dimensional space, the authors use the multi-step adaptive elastic-net to reduce the dimension to a relatively large scale which is less than the sample size, and then use the proposed method to select variables and estimate parameters. Finally, the authors carry out simulation studies and two real data analysis to examine the finite sample performance of the proposed method. The results show that the proposed method has some advantages over other commonly used methods.

关键词： Adaptive elastic net -estimation oracle property standard error

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Spatial heterogeneity of dead fuel moisture content in a Larix gmelinii forest in Inner Mongolia using geostatistics

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Journal of Forestry Research 2021年第2期32卷 569-577页

作者： Heng Zhang Shihao Ma Ping Kang Qiuliang Zhang Zhiwei Wu Forestry College of Inner Mongolia Agricultural UniversityHohhot 010019People’s Republic of China Key Laboratory of Poyang Lake Wetland and Watershed Research Ministry of EducationJiangxi Normal UniversityNanchang 330022People’s Republic of China

Spatial heterogeneity of fuel moisture content determines the spread rate and direction of a forest *** on the spatial heterogeneity of the moisture content of dead fuel of Larix gmelinii *** that:(1)fuel moisture content in litter layerstandard error is<15%.The spatial heterogeneity of fuel moisture content is best revealed by increasing sampling density,sampling in different fire seasons,and in different slope directions and *** results can provide a scientific basis for forest fire prediction and prevention.

关键词： Forest combustibles Spatial heterogeneity Analog sampling standard error

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Sample Selection Model with Bootstrap (BPSSM) Approach: Case Study of the Malaysian Population and Family Survey

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Open Journal of Statistics 2016年第5期6卷 741-748页

作者： Muhamad Safiih Lola Wan Saliha Wan Alwi Nurul Hila Zainuddin School of Informatics and Applied Mathematics Universiti Malaysia Terengganu Kuala Terengganu Terengganu Malaysia

Heckman Sampel Selection Model (PSSM) has been adopted widely in the study of labour work. This model contains exogenous, endogenous and standard error variables. However, this model is constantly exposed to high inaccuracy of estimation result. Therefore, to obtain an accurate and precise estimation, the bootstrap approach is introduced. The bootstrap approach will be hybrid with PSSM model known as BPSSM to achieve estimation result that is more precise. Then, the BPSSM is applied to Malaysian Population and Family Survey 1994 (MPFS-1994) data. The results showed that BPSSM provide a smaller standard error and shorter confidence intervals.

关键词： Sampel Selection Bootstrap standard error Confidence Intervals

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Applicability Evaluation of NCEP/NCAR Reanalysis Temperature,Geopotential Height and Wind Field Data in the Upper Troposphere and Lower Stratosphere

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Meteorological and Environmental Research 2010年第7期1卷 45-50,53页

作者：刘超王咏青卞建春南京信息工程大学江苏南京210044 中国科学院大气物理研究所中层大气和全球环境探测重点实验室北京100029

By using the data in 169 sounding stations over the world,NCEP/NCAR reanalysis data were tested,and the distribution characteristics of standard errors of geopotential height,temperature and wind speed field from the upper troposphere to the lower stratosphere over the world(most were the land zone) were *** results showed that the standard error distribution of reanalysis wind speed field data was mainly affected by the jet stream *** existed the obvious difference between the jet stream zone and the actual wind *** distribution of standard error in the wind speed field had the obvious seasonal difference in winter,summer,and the average deviation was larger near the *** high value zones of standard errors of reanalysis geopotential height and temperature field mainly concentrated in the low-latitude region in the Eastern Hemisphere(Indian Ocean coast).The distribution of standard error was basically consistent with average ***,the standard error could be explained well by the average *** standard errors of reanalysis temperature and geopotential height data in the inland zone were *** high value zone mainly distributed along the coastline,and the average error of wind speed field was bigger near the *** closely related to the quality of data in the sounding stations,the regional difference and the fact that the land observation stations were dense,and the ocean observation stations were fewer.

关键词： NCEP/NCAR reanalysis data Westerly jet stream standard error China

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