ON A NEW ESTIMATION METHOD OF THE BERNOULLI REGRESSION FUNCTION

被引：0
|
作者：
Babilua, P. [1 ]
Nadaraya, E. A. [1 ]
机构：
[1] Ivane Javakhishvili Tbilisi State Univ, Tbilisi, Georgia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2022年 / 67卷 / 02期
关键词：
Bernstein polynomial; Bernoulli regression function; consistency; power of a criterion; one-sided alternatives;
D O I：
10.1137/S0040585X97T99085X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A new estimator for a Bernoulli regression function based on Bernstein polynomials is constructed. Its consistency and asymptotic normality are studied. A criterion for testing the hypothesis on the form of a Bernoulli regression function and a criterion for testing the hypothesis on the equality of two Bernoulli regression functions are constructed. The consistency of these two criteria is studied.
引用
收藏
页码：163 / 174
页数：12
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