| 非参数回归的CV NN中位数估计的相合性 |
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| 引用本文： | 杨瑛.非参数回归的CV NN中位数估计的相合性[J].西北师范大学学报,1992(3). |
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| 作者姓名： | 杨瑛 |
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| 作者单位： | 甘肃农业大学 |
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| 摘 要： | 考虑非参数回归模型Y_i=g(x_i)+e_i,其中g(x)是待估的连续函数,x_i是非随机的,e_i是i.i.d.随机误差。笔者讨论最近邻中位数估计g_(n,h)(x_i)=m(Y_i(1),…,Y_i(h))=Y_i(1),…,Y_i(h)的中位数,其中h利用平均平方误差意义下的cross-validation方法选择。在一定条件下,建立了cross-validation最近邻中位数估计的相合性。
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| 关 键 词： | cross-validation相合性 最近邻中位数估计 非参数回归 |
Consistency for Cross-validated Nearest Neighbor Median Estimates in Nonparametric Regression |
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| Yang Ying Gansu Agricultural University.Consistency for Cross-validated Nearest Neighbor Median Estimates in Nonparametric Regression[J].Journal of Northwest Normal University Natural Science (Bimonthly),1992(3). |
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| Authors: | Yang Ying Gansu Agricultural University |
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| Institution: | Yang Ying Gansu Agricultural University |
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| Abstract: | |
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| Keywords: | cross-validation consistency nearest neighbor median estimate nonparametric regression |
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