模型 | n | SEE | SCAD | LASSO | ||||||
C | IC | GMSE | C | IC | GMSE | C | IC | GMSE | ||
均值 模型 | 100 | 7 | 0 | 0.0103 | 6.7670 | 0 | 0.0178 | 6.7400 | 0 | 0.0276 |
150 | 7 | 0 | 0.0062 | 7 | 0 | 0.0074 | 6.8190 | 0 | 0.0095 | |
200 | 7 | 0 | 0.0042 | 7 | 0 | 0.0042 | 6.8450 | 0 | 0.0048 | |
方差 模型 | 100 | 6.9990 | 0 | 0.1378 | 6.7400 | 0 | 0.1500 | 6.7060 | 0 | 0.1900 |
150 | 7 | 0 | 0.0422 | 6.8360 | 0 | 0.0530 | 6.8070 | 0 | 0.0676 | |
200 | 7 | 0 | 0.0366 | 6.9800 | 0 | 0.0378 | 6.8330 | 0 | 0.0428 |