Skip Navigation

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences 2006 E89-A(12):3699-3709; doi:10.1093/ietfec/e89-a.12.3699
This Article
Right arrow Full Text (PDF)
Right arrow References
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrow Request Permissions
Google Scholar
Right arrow Articles by HAGIWARA, K.
Right arrow Articles by ISHITANI, H.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Copyright © 2006 The Institute of Electronics, Information and Communication Engineers

Regular Section -- Papers -- Algorithms and Data Structures

On the Expected Prediction Error of Orthogonal Regression with Variable Components

Katsuyuki HAGIWARA1 and Hiroshi ISHITANI1

1 The authors are with the Faculty of Education, Mie University, Tsu-shi, 514-8507 Japan. E-mail: hagi{at}edu.mie-u.ac.jp


  Abstract

In this article, we considered the asymptotic expectations of the prediction error and the fitting error of a regression model, in which the component functions are chosen from a finite set of orthogonal functions. Under the least squares estimation, we showed that the asymptotic bias in estimating the prediction error based on the fitting error includes the true number of components, which is essentially unknown in practical applications. On the other hand, under a suitable shrinkage method, we showed that an asymptotically unbiased estimate of the prediction error is given by the fitting error plus a known term except the noise variance.

Key Words: orthogonal regression, variable components, shrinkage method, prediction error, harmonic analysis

Manuscript received April 22, 2005. Manuscript revised May 31, 2006. Final manuscript received August 23, 2006.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.