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系统科学与数学 1999
A RANDOM WEIGHTING APPROXIMATION OF ERROR DISTRIBUTION FOR NEAREST NEIGHBOR ESTIMATOR OF NONPARAMETRIC REGRESSION FUNCTION
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Abstract:
In this paper, we study the estimate problem of error distribution for the nearest neighbor estimator of regression function. Under certain conditions, its approximating distribution is obtained, and this approach is more precise than normal approximation based on Berry-Esseen inequality.