非参数理论综述

对非参数理论进行了系统地综述.非参数理论中一个比较重要的内容是估计方法,常见的非参数估计方法有核估计、局部多项式估计、近邻估计等.光滑参数的选取、"维数灾难"与边界点问题也是与非参数理论有关的重要内容,也对这些方面进行综述.最后,文章还综述了非参数技术在时间序列模型中的有关应用问题.

The Summary of Nonparametric Theory

The paper has summarized the nonparametric theory systematically.The important matter is the estimating method in the nonparametric theory.The common estimating method is the kernel estimation,the local polynomial estimation and the neighbor estimation etc.The estimation of the smooth parameter,the problem of ″the curse of the dimension″ and the boundary are also important matter in the nonparametric theory and they are summarized in the paper.Finally the paper has summarized the problem that the nonparametric technique has been applied in the time series model.