| LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION |
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| 作者姓名： | 杨瑛 |
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| 作者单位： | [1]SchoolofMathematicalSciences,PekingUniversity,Beijing100871,China [2]DepartmentofAppliedMathematics,TheHongKongPolytechnicUniversity,HungHom,Kowloon,HongKong,China |
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| 基金项目： | 国家自然科学基金，the Doctoral Foundation of China |
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| 摘 要： | This paper considers local median estimation in fixed design regression problems. The proposed method is employed to estimate the median function and the variance function of a heteroscedastic regression model. Strong convergence rates of the proposed estimators are obtained. Simulation results are given to show the performance of the proposed methods.
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| 关 键 词： | 局部中值估计 方差函数 异方差回归模型 随机变量 |
LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION |
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| Yang Ying School of Mathematical Sciences,Peking University,Beijing ,China
W. C. Ip Y. K. Kwan P. Y. K. Kwan.LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION[J].Acta Mathematica Scientia,2004,24(1):28-38. |
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| Authors: | Yang Ying School of Mathematical Sciences Peking University Beijing China
W C Ip Y K Kwan P Y K Kwan |
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| Institution: | Yang Ying School of Mathematical Sciences,Peking University,Beijing 100871,China
W. C. Ip Y. K. Kwan P. Y. K. Kwan
Department of Applied Mathematics,The Hong Kong Polytechnic University,Hung Hom,Kowloon,Hong Kong,China |
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| Abstract: | This paper considers local median estimation in fixed design regression problems. The proposed method is employed to estimate the median function and the variance function of a heteroscedastic regression model. Strong convergence rates of the proposed estimators are obtained. Simulation results are given to show the performance of the proposed methods. |
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| Keywords: | Heteroscedasticity nonparametric median regression strong convergencerate variance function local median estimation |
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