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分布函数的非参数最小二乘估计
引用本文:柴根象,花虹,尚汉冀.分布函数的非参数最小二乘估计[J].高校应用数学学报(英文版),2002,17(4):442-450.
作者姓名:柴根象  花虹  尚汉冀
作者单位:[1]Dept.ofAppl.Math.,TongjiUniv.,Shanghai200092,China [2]Dept.ofMath.,FudanUniv.,Shanghai200433,China
基金项目:Fundan- Switzerland Reinsurance Fund and the National Natural Science Foundation of China(1 0 1 71 0 79)
摘    要:By using the non-parametric least square method, the strong consistent estimations of distribution function and failure function are established, where the distribution function F(x)after logist transformation is assumed to be approximated by a polynomial. The performance of simulation shows that the estimations are highly satisfactory.

关 键 词:分布函数  最小二乘  估计  非参数
收稿时间:11 December 2001

Non-parametric least square estimation of distribution function
Genxiang Chai,Hong Hua,Hanji Shang.Non-parametric least square estimation of distribution function[J].Applied Mathematics A Journal of Chinese Universities,2002,17(4):442-450.
Authors:Genxiang Chai  Hong Hua  Hanji Shang
Institution:(1) Dept. of Appl. Math., Tongji Univ., 200092 Shanghai, China;(2) Dept. of Math., Fudan Univ., 200433 Shanghai, China
Abstract:By using the non parametric least square method, the strong consistent estimations of distribution function and failure function are established,where the distribution function F(x) after logist transformation is assumed to be approximated by a polynomial.The performance of simulation shows that the estimations are highly satisfactory.
Keywords:logist transformation  least square method  strong consistence  
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