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| 非线性模型的众数回归估计 | |
| 引用本文： | 张腾泽,熊贤祝. 非线性模型的众数回归估计[J]. 福州大学学报(自然科学版), 2024, 52(2) |
| 作者姓名： | 张腾泽 熊贤祝 |
| 作者单位： | 福州大学数学与统计学院,福州大学数学与统计学院 |
| 基金项目： | 国家自然科学基金青年项目(11801080), 福建省自然科学基金面上项目(2022J01103). |
| 摘 要： | 本文应用众数回归方法来考虑非线性模型的估计时把调整参数当作常数, 在适当的条件下得到了估计量的 √n 收敛速度, 该结果改进了已有的众数回归估计(把调整参数当作变量)的结果. 本文还做了一定的模拟实验来证实众数回归估计的稳健性. |
| 关 键 词： | 众数回归方法 非线性模型 √n 收敛速度 |
| 收稿时间： | 2023-01-12 |
| 修稿时间： | 2023-04-05 |
Modal regression estimation for nonlinear models |
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| Tengze Zhang and Xianzhu Xiong. Modal regression estimation for nonlinear models[J]. Journal of Fuzhou University(Natural Science Edition), 2024, 52(2) | |
| Authors: | Tengze Zhang and Xianzhu Xiong |
| Affiliation: | Fuzhou University School of Mathematics and Statistics,Fuzhou University School of Mathematics and Statistics |
| Abstract: | We consider the problem of estimation for nonlinear models by employing the modal regression method with the involved bandwidth as a constant. Under suitable conditions, it is showed that the convergence rate of the estimator is still root-n, which has improved the existing result for nonlinear models. In addition, a simulation study is conducted to illustrate the robustness of the estimator. |
| Keywords: | Modal regression method Nonlinear model Convergence rate of root-n. |
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