随机自变量多项式回归函数的估计问题

陈乃辉

系统科学与数学 ›› 2009, Vol. 29 ›› Issue (3) : 297-308.

PDF(382 KB)
PDF(382 KB)
系统科学与数学 ›› 2009, Vol. 29 ›› Issue (3) : 297-308. DOI: 10.12341/jssms10182
论文

随机自变量多项式回归函数的估计问题

    陈乃辉
作者信息 +

Estimation for Polynomial Regression Function of Random Independent Variable

    CHEN Naihui
Author information +
文章历史 +

摘要

以随机函数逼近论的观点看待统计模型问题,得到了解决其问题的具有一般性的新途径与新方法,
作出了随机自变量多项式回归函数及其相应的误差方差的优良估计,其优良性的标准包括强相合性、相合渐近正态性与L1收敛性.

Abstract

By using viewpoint of random functional approximation, a new way and method to solve question of statistical models is obtained, and a good estimation for Polynomial Regression Function of Random Independent Variable and its error variance is given. Here the standard of goodness include strong consistency, consistent asymptotic normality and convergence in L1.

关键词

多项式回归函数 / 随机函数逼近 / 相合渐近正态性 / 一致强相合.

Key words

Polynomial regression function / random functional approximation / consistent asymptotic normality / uniformly strong consistency.

引用本文

导出引用
陈乃辉. 随机自变量多项式回归函数的估计问题. 系统科学与数学, 2009, 29(3): 297-308. https://doi.org/10.12341/jssms10182
CHEN Naihui. Estimation for Polynomial Regression Function of Random Independent Variable. Journal of Systems Science and Mathematical Sciences, 2009, 29(3): 297-308 https://doi.org/10.12341/jssms10182
中图分类号: 62G08    62G20    41A10   
PDF(382 KB)

192

Accesses

0

Citation

Detail

段落导航
相关文章

/