“smoothly clipped absolute deviation”的概念、定义、翻译、参考文献-科学参考

smoothly clipped absolute deviation

Encyclopedia

理学回归分析释
smoothly clipped absolute deviationSCAD准则
为了解决Lasso（least absolute shrinkage and selection operator）回归系数估计偏差并让系数估计具有更优的性质的一种方法。尽管回归模型（least absolute shrinkage and selection operator，Lasso）提供了一种可以同时变量选择和参数估计的方法，且为后来众多带惩罚的正则化方法（regularization methods）奠定了基础，但是Lasso回归系数估计本身是有偏的，这是因为Lasso对所有系数都给予相同的惩罚。为此，Jianqing Fan和Runze Li在2001年提出SCAD（smoothly clipped absolute deviation）惩罚回归方法，对解决此类问题有着重要意义。

单词	smoothly clipped absolute deviation
释义	smoothly clipped absolute deviation Encyclopedia 理学回归分析释 smoothly clipped absolute deviationSCAD准则为了解决Lasso（least absolute shrinkage and selection operator）回归系数估计偏差并让系数估计具有更优的性质的一种方法。尽管回归模型（least absolute shrinkage and selection operator，Lasso）提供了一种可以同时变量选择和参数估计的方法，且为后来众多带惩罚的正则化方法（regularization methods）奠定了基础，但是Lasso回归系数估计本身是有偏的，这是因为Lasso对所有系数都给予相同的惩罚。为此，Jianqing Fan和Runze Li在2001年提出SCAD（smoothly clipped absolute deviation）惩罚回归方法，对解决此类问题有着重要意义。
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