| 基于半参数回归模型的最小一乘局部线性算法 |
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| 引用本文： | 苏正军,刘迎照. 基于半参数回归模型的最小一乘局部线性算法[J]. 纯粹数学与应用数学, 2013, 0(5): 513-519 |
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| 作者姓名： | 苏正军 刘迎照 |
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| 作者单位： | 洛阳师范学院数学科学学院,河南 洛阳,471022;洛阳师范学院数学科学学院,河南 洛阳,471022 |
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| 基金项目： | 河南省基础与前沿技术研究计划项目（102300410216）. |
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| 摘 要： | 根据最小一乘准则，推导出最小一乘局部线性估计的计算方法，并通过对模拟数据的计算和分析，对比最小一乘核算法和最小二乘局部线性算法，验证了最小一乘局部线性算法是一种有效的，稳健的估计方法，并且有降低边界效应的作用．
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| 关 键 词： | 半参数回归模型 最小一乘 局部线性估计 算法 稳健性 |
Least absolute deviation local linear algorithm based on semiparameteric regression model |
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| Su Zhengjun,Liu Yingzhao. Least absolute deviation local linear algorithm based on semiparameteric regression model[J]. Pure and Applied Mathematics, 2013, 0(5): 513-519 |
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| Authors: | Su Zhengjun Liu Yingzhao |
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| Affiliation: | (School of Mathematics Science, Luoyang Normal University, Luoyang 471022, China) |
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| Abstract: | Based on the least absolute deviation estimation, local linear least absolute deviation algorithm is derived. The effectiveness and robustness of our method are verified by simulation compared with the least absolute deviation kernel algorithm and local linear least squares algorithm. The model can also reduce the boundary effect. |
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| Keywords: | semiparametric regression model least absolute deviation local linear estimation algorithm robustness |
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