| Rosenblatt估计与最近邻估计的模拟比较 |
| |
| 引用本文： | 姜珠华.Rosenblatt估计与最近邻估计的模拟比较[J].延边大学理工学报,2005,31(4):253-256. |
| |
| 作者姓名： | 姜珠华 |
| |
| 作者单位： | 延边大学理学院数学系,吉林延吉133002 |
| |
| 摘 要： | 依据大样本性质,用Monte Carlo方法对特定模型的Rosenblatt估计与最近邻估计进行模拟试验,讨论了在长度有限的样本情况下有关窗宽的选择问题,比较了两种估计的拟合程度及相合速度.
|
| 关 键 词： | Rosenblatt估计 最近邻估计 相合速度 窗宽 模拟试验 |
| 文章编号： | 1004-4353(2005)04-0253-04 |
| 收稿时间： | 2005-07-22 |
| 修稿时间： | 2005年7月22日 |
Simulation study on consistency of Rosenblatt and Nearest neighbors estimate |
| |
| JIANG Zhu-hua.Simulation study on consistency of Rosenblatt and Nearest neighbors estimate[J].Journal of Yanbian University (Natural Science),2005,31(4):253-256. |
| |
| Authors: | JIANG Zhu-hua |
| |
| Affiliation: | Department of Mathematics, College of Science, Yanbian University, Yanji 133002, China |
| |
| Abstract: | Rosenblatt and Nearest neighbors estimate is the nonparametric estimation of the probability density function. The main work of this article is simulation study on the basis of large sample properties for the estimate by Monte Carlo method with some models. We studied the problem of the choice about window width, consistent rate and some doubtful points about consistent rate with fixed sample size. |
| |
| Keywords: | Rosenblatt estimate Nearest neighbors estimate consistent rate window width simulation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
