| 相依误差下非参数回归模型的方差变点Ratio检验 |
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| 引用本文： | 孙耀东,徐宝,赵志文.相依误差下非参数回归模型的方差变点Ratio检验[J].江西师范大学学报(自然科学版),2013,0(5):471-474. |
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| 作者姓名： | 孙耀东 徐宝 赵志文 |
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| 作者单位： | 吉林师范大学数学学院,吉林四平,136000 |
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| 基金项目： | 吉林省教育厅“十一五”科学技术研究(2010350)资助项目 |
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| 摘 要： | 运用Ratio检验方法研究相依误差下非参数回归模型的方差变点检验.首先利用核估计方法估计模型中的回归函数得到残差序列,其次利用残差序列构造Ratio检验统计量,并推导检验统计量的极限分布,最后通过数值模拟验证检验方法的有效性.
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| 关 键 词： | Ratio检验 非参数回归模型 方差变点 |
The Ratio Test for Change Point Detection in Nonparametric Regression Model with Dependent Errors |
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| SUN Yao-dong;XU Bao;ZHAO Zhi-wen.The Ratio Test for Change Point Detection in Nonparametric Regression Model with Dependent Errors[J].Journal of Jiangxi Normal University (Natural Sciences Edition),2013,0(5):471-474. |
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| Authors: | SUN Yao-dong;XU Bao;ZHAO Zhi-wen |
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| Institution: | SUN Yao-dong;XU Bao;ZHAO Zhi-wen;College of Mathematics,Jilin Normal University; |
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| Abstract: | The detection problem of change point in nonparametric regression model with dependent errors is considered by Ratio test.The residual sequence is obtained when the regression function is estimated by kernel smoothers and the ratio test statistics is established based on the residual sequence.Asymptotic properties of the test statistics are derived.The performance of the method is illustrated by simulation studies. |
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| Keywords: | Ratio test nonparametric regression model variance change point |
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