| 随机设计下非参数回归模型方差变点Ratio检验 |
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| 引用本文： | 赵文芝,夏志明,贺兴时. 随机设计下非参数回归模型方差变点Ratio检验[J]. 数学的实践与认识, 2012, 42(16): 224-229 |
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| 作者姓名： | 赵文芝 夏志明 贺兴时 |
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| 作者单位： | 1. 西安工程大学理学院,陕西西安,710048
2. 西北大学数学系,陕西西安,710069 |
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| 基金项目： | 陕西省教育厅基金资助项目，西安工程大学基础研究基金资助项目(2010JC07)国家自然科学基金专项基金(数学天元)，教育部人文社科基金，陕西省科技厅软科学项目，西安工程大学博士科研启动基金项目 |
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| 摘 要： | 研究随机设计下非参数回归模型方差变点Ratio检验.首先用局部多项式方法估计回归曲线得到残差序列,其次基于残差的平方序列构造Ratio检验统计量并推导检验统计量的极限分布.最后数值模拟与实例分析结果表明方法的有效性.
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| 关 键 词： | 方差变点 非参数回归模型 Ratio检验 |
Ratio Test to Detect Variance Change in Nonparametric Regression Model under Random Design |
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| ZHAO Wen-zhi , XIA Zhi-ming , HE Xing-shi. Ratio Test to Detect Variance Change in Nonparametric Regression Model under Random Design[J]. Mathematics in Practice and Theory, 2012, 42(16): 224-229 |
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| Authors: | ZHAO Wen-zhi XIA Zhi-ming HE Xing-shi |
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| Affiliation: | 1 (1.School of Science,Xi’an Polytechnic University,Xi’an 710048,China) (2.Department of Mathematics,Northwest University,Xi’an 710069,China) |
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| Abstract: | This paper considers the detection problem of variance change point in nonparametric regression model under random design.The residual sequence is obtained by local linear method and the ratio test statistics is established based on the residual squares sequences.The limiting distribution of the test statistic is established.The method turns out to be effective after being tested on simulated examples and applied to Motorcycle data. |
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| Keywords: | variance change point nonparametric regression model Ratio test |
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