全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

固定设计点情形下回归函数值的区间估计

Keywords: 核估计,窗宽,置信区间

Full-Text   Cite this paper   Add to My Lib

Abstract:

对于固定设计点情形下的非参数回归模型,基于核估计的方法给出了回归函数的逐点置信区间和修正偏差置信区间.所给置信区间在相对较弱的条件下是渐近精确的.考虑到窗宽的选取对核估计和区间估计的重要影响,给出了适合所给置信区间的核估计窗宽的迭代选取方法.模拟结果显示迭代法收敛,且选取的窗宽表现良好,置信区间有令人满意的覆盖率.

References

[1]  Georg H. Variable bandwidth kernel estimators of regression curves[J]. The Annals of Statistics, 1987,15:182 201.
[2]  Muller H G. Weighted local regression and kernel methods for nonparametric curve fitting[J]. Journal of the American Statistical Association, 1992,82:231 239.
[3]  Nadaraya E. On the estimating regression[J]. Theory Probab Appl, 1996,10:186 190.
[4]  Watson G S. Smooth regression analysis[J]. Sankhya Ser, 1961,26:359 372.
[5]  Zhang J, Huang X, Zhou C. An improved kernel regression method based on taylor expansion[J]. Applied Mathematics and Computation, 2007,193:419 429.
[6]  Eubank R L, Speckman P L. Confidence bands in nonparametric regression[J]. Journal of the American Statistical Association, 1993,88:1287 1301.
[7]  Neumann M H. Automatic bandwidth choice and confidence intervals in nonparametric regression[J]. The Annals of Statistics, 1995, 23: 1937 1959.
[8]  Hardle W, Bowman W. Bootstrapping in nonparametric regression: local adaptive smoothing and confidence bands[J]. Journal of the American Statistical Association, 1988,83:102 110.
[9]  Faraway J. Bootstrap selection of bandwidth and confidence bands for nonparametric regression[J]. Journal of Statistical Computation and Simulation, 1990,37:37 44.
[10]  Hardle W, Hall P, Marron J S. Regression smoothing parameters that are not far from their optimum[J]. Journal of American Statistical Association, 1991,87:227 233.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133