最优筛选方法

Optimal Screening Methods

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1989
被引 11
ABS 4

中文导读

从预测和决策理论角度设计了最优筛选方法,发现多元正态情形下最优筛选区域是筛选变量的二次函数,并用实例说明。

Abstract

SUMMARY Optimal screening methods from a predictive point of view and a decision theoretical approach are devised and are shown to have a similar form. In the multivariate normal case the optimal screening region is found to be a quadratic function of the screening variables. The results are illustrated by an example.

多元统计决策理论数学优化应用数学