| i.i.d情况下非参数回归模型的误差密度估计的收敛性质 |
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| 引用本文： | 吴明新,沈家.i.i.d情况下非参数回归模型的误差密度估计的收敛性质[J].应用概率统计,2004,20(4):368-374. |
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| 作者姓名： | 吴明新 沈家 |
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| 作者单位： | 复旦大学管理学院统计学系,上海,200433 |
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| 基金项目： | Project19971015supportedbyNationalNaturalScienceFoundationofChina. |
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| 摘 要： | 本文研究了i．i．d情况下非参数回归的误差密度估计的一致收敛和均方收敛，给出了一定条件下误差密度的估计量f^n(x)的一致收敛速度和均方收敛速度。
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| 关 键 词： | 收敛速度 误差密度估计 连续回归模型 均方收敛 一致收敛 |
Convergence Rate of the Error-Density Estimator of Nonparametric Regression in the i.i.d Case |
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| Abstract.Convergence Rate of the Error-Density Estimator of Nonparametric Regression in the i.i.d Case[J].Chinese Journal of Applied Probability and Statisties,2004,20(4):368-374. |
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| Authors: | Abstract |
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| Abstract: | In this paper, we are mainly concerned with uniform convergence and mean square convergence of the error-density estimator of nonparametric regression in the i.i.d case. We have given the strong uniform convergence rate and mean square error convergence rate of the kernel density estimator fn under suitable conditions. |
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| Keywords: | Rates of convergence error-density estimator regression model mean square convergence uniform convergence |
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