Project supported by the National Natural Science Foundation of China (No. 10571093, No. 10371059);Specialized Research Fund for the Doctoral Program of Higher Education of China (No. 20050055038);the Natural Science Foundation of Shandong Province of China (No. 2006A13);the China Postdoctoral Science Foundation (No. 20060390169);the Tianjin Planning Programs of Philosophy and Social Science of China (No. TJ05-TJ002).
Quasi-regression, motivated by the problems arising in the computer experiments, focuses mainly on speeding up evaluation. However, its theoretical properties are unexplored systemically. This paper shows that quasi-r...
This work was supported by the National Natural Science Foundation of China (Grant No.10371059).
This paper reports a robust kernel estimation for fixed design nonparametric regression models.A Stahel-Donoho kernel estimation is introduced,in which the weight functions depend on both the depths of data and the di...
Project supported by the National Natural Science Foundation of China (No.10371059, No.10171051).
In the seemingly unrelated regression systems, the existing quasi-likelihood is always involved in the difficult problem of calculating inverse of a high order matrix specially for large systems. To avoid this problem...
This paper is supported by NNSF Projects (10371059 and 10171051) of China
In the nonparametric regression models, the original regression estimators including kernel estimator, Fourier series estimator and wavelet estimator are always constructed by the weighted sum of data, and the weights...
This paper is supported by NNSF project(10371059);China and Youth Teacher Foundation of Nankai University
This paper introduces a method of bootstrap wavelet estimation in a non-parametric regression model with weakly dependent processes for both fixed and random designs. The asymptotic bounds for the bias and variance of...