首页 | 本学科首页   官方微博 | 高级检索  
     

缺失数据下局部估计的弱相合性和渐近正态性
引用本文:张成毅,罗双华. 缺失数据下局部估计的弱相合性和渐近正态性[J]. 纺织高校基础科学学报, 2012, 25(1): 9-12
作者姓名:张成毅  罗双华
作者单位:西安工程大学理学院,陕西西安,710048
基金项目:陕西省教育厅自然科学专项基金项目,中国博士后科学基金项目,西安工程大学博士基金项目
摘    要:在缺失响应变量的不完全数据下,对非参数回归模型进行研究.利用局部线性回归方法,给出了回归函数m(x)的估计,并给出了条件偏差和条件渐近方差,证明了缺失数据下局部估计具有渐近正态性和弱相舍性.

关 键 词:非参数回归  局部线性回归光滑  渐近正态性  弱相舍性  缺失数据

Weak consistency and asymptotic normality of the local linear estimator under missing response data
ZHANG Cheng-yi , LUO Shuang-hua. Weak consistency and asymptotic normality of the local linear estimator under missing response data[J]. Basic Sciences Journal of Textile Universities, 2012, 25(1): 9-12
Authors:ZHANG Cheng-yi    LUO Shuang-hua
Affiliation:(School of Science,Xi′an Polytechnic University,Xi′an 710048,China)
Abstract:The nonparametric regressive function under missing response data is studied.Local linear regression approach is applied to give a estimation of the regressive function m(x).Furthermore,the conditional bias and conditional variance are obtained and the asymptotic normality and weank consistency of the local linear estimator under missing response data are proved.
Keywords:nonparametric regression  local linear smoother  asymptotic normality  weak consistency  missing response data
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号