| 回归误差方差的区间估计 |
| |
| 引用本文： | 扈慧敏,芮杰,徐兴忠.回归误差方差的区间估计[J].中国石油大学学报(自然科学版),2007,31(4):162-167. |
| |
| 作者姓名： | 扈慧敏 芮杰 徐兴忠 |
| |
| 作者单位： | 1. 北京理工大学,理学院,北京,100081
2. 中国石油大学,数学与计算科学学院,山东,东营,257061 |
| |
| 摘 要： | 首先将回归函数限制在一个有限维函数空间中,得到一个近似的线性模型,在此基础上,由Fiducial推断给出了误差方差的区间估计。该区间估计形式简单,易于计算。给出了这个区间估计的真实覆盖率和名义水平差异的一个上界,该上界由回归函数与其近似的线性函数的距离界定,并且对所给区间估计的真实覆盖率进行了数值模拟。
|
| 关 键 词： | 非参数回归 误差方差 区间估计 置信水平 |
| 文章编号： | 1673-5005（2007）04-0162-06 |
| 修稿时间： | 2007-03-21 |
An interval estimator of error variance in nonparametric regression model |
| |
| HU Hui-min,RUI Jie,XU Xing-zhong.An interval estimator of error variance in nonparametric regression model[J].Journal of China University of Petroleum,2007,31(4):162-167. |
| |
| Authors: | HU Hui-min RUI Jie XU Xing-zhong |
| |
| Institution: | 1. School of Science ,Beijing Institute of Technology,Beijing 100081, China; 2. College of Mathematics and Computational Science in China University of Petroleum, Dongying 257061, Shandong Province, China |
| |
| Abstract: | Firstly an approximate linear model was obtained by confining the regression function in a functional space with finite dimension. Then the interval estimator was proposed by Fiducial inference. The interval estimator has a simple form and is easy to be calculated. An upper bound of the difference between the true and the nominal level of the interval estimator was given. It is dominated by the distance between the regression function and its approximating function. True percentage of coverage for the interval estimator was also simulated. |
| |
| Keywords: | nonparametric regression error variance interval estimator confidence level |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
