非参数回归函数之改良基于分割的估计的强相合性(英文)  

Strong Convergence of Modified PartitioningEstimates of Nonparametric Regression Functions

作　　者：赵林城[1] 刁国庆[1] 

机构地区：[1]中国科学技术大学统计与金融系,合肥230026

出　　处：《应用概率统计》2002年第2期192-196,共5页Chinese Journal of Applied Probability and Statistics

基　　金：Research partially supported by National Natural Science Foundation of China(19631040),Ph. D.Program Foundation of Ministry of Education of China and Special Foundation of Academia Sinica.

摘　　要：设（X，Y），（X1，Y1），…，（Xn,Yn)为取值于R^d×R的i.i.d.随机变量，E（|Y|)<∞，设mn(x)为回归函数m(x)=E(Y|X=x)基于分割的估计，本文对mn(x)进行改良的条件下得到改良的基于分割的强相合估计。Let (X, Y), (X1, Y1),…', (Xn, Yn) be i.i.d. random vectors taking values in Ra×R with E(|Y|) <∞. Letmn(x) be the partitioning estimate of the regression function m(x) = E(Y|X = x). In this paper, the strongconvetgence of modified partitioning estimate mn(x) is shown.

关 键 词：非参数回归估计 强相合性 分割 估计 

分 类 号：O212.7[理学—概率论与数理统计]