| L_2-Cross-Validation最近邻中位数估计的相合性:m-相依情形 |
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| 引用本文： | 杨瑛,王炳章.L_2-Cross-Validation最近邻中位数估计的相合性:m-相依情形[J].系统科学与数学,2000(2). |
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| 作者姓名： | 杨瑛 王炳章 |
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| 作者单位： | 北京大学概率统计系!北京 100871,烟台大学教学与信息科学系!烟台 264005 |
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| 基金项目： | 国家自然科学基金!19831010,19871003,博士点基金 |
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| 摘 要： | 给出了ｍ－相依情形的Ｌ２－Ｃｒｏｓｓ－Ｖａｌｉｄａｔｉｏｎ最近邻中位数估计的弱相合性和用Ｌ_２－Ｃｒｏｓｓ－Ｖａｌｉｄａｔｉｏｎ方法选择的光滑参数的下界．
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| 关 键 词： | L_2-Cross-Validation 最近邻中位数估计 光滑参数相合性. |
CONSISTENCY FOR L_2-CROSS VALIDATED NEAREST NEIGHBOR MEDIAN ESTIMATES IN NONMRAMETRIC REGRESSION: m-DEPENDENT CASES |
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| Yang Ying.CONSISTENCY FOR L_2-CROSS VALIDATED NEAREST NEIGHBOR MEDIAN ESTIMATES IN NONMRAMETRIC REGRESSION: m-DEPENDENT CASES[J].Journal of Systems Science and Mathematical Sciences,2000(2). |
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| Authors: | Yang Ying |
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| Abstract: | in this paper, we study the consistency for L_2-Cross validated nearest neighbor median estimates in nonparametric regression in the cases of m-dependent random errors. The lower bound of the smoothing parameter, which is selected by the L_2-Cross validation "delete-1" method, is also obtained. |
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| Keywords: | L_2-Cross validation nearest neighbor median estimates smoothing parameter consistency |
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