ASYMPTOTIC-DISTRIBUTION OF THE QUADRATIC DEVIATION OF THE REGRESSION CURVE RECURSIVE ESTIMATOR

被引：0

作者：

KOUKHALEISHVILI, RE

机构：

[1] Institute of Paleobiology, Georgian Academy of Science, Tbilisi, 380004 Georgian SSR

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1990年 / 19卷 / 01期

关键词：

Probability--Random Processes;

D O I：

10.1016/0898-1221(90)90086-Y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let (Xj, Yj),j = 1,n, be a sample from the populatin (X, Y) with an unknown joint probability density f(x,y) and g(x) be the marginal density of X, which is supposed to be known. The recursive formula τn(x) = n-1ΣjajYjK(aj(x-Xj))g-1(x) is considered as an estimator of the regression function τ(x) = E(Y/X = x) and asymptotic distribution of the deviation nan-1 ∫(τn(x)- τ(x))2g2(x)h(x)dx is investigated. © 1990.

引用

页码：89 / 96

页数：8

共 50 条

[1] ON THE ASYMPTOTIC-DISTRIBUTION OF THE MULTIVARIATE REGRESSION ESTIMATOR
CHANG, DS
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1984, 11 (04) : 247 - 255
[2] THE ASYMPTOTIC-DISTRIBUTION OF THE ESTIMATOR FOR THE REGRESSION PARAMETER IN COX REGRESSION-MODEL
NAES, T
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1982, 9 (02) : 107 - 115
[3] THE ASYMPTOTIC-DISTRIBUTION OF THE FIXED EFFECTS ESTIMATOR FOR NONLINEAR-REGRESSION
DAS, S
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1993, 35 (03) : 269 - 277
[4] ASYMPTOTIC-DISTRIBUTION OF AN ESTIMATOR OF THE VARIANCE OF OBSERVATIONS IN A NONLINEAR-REGRESSION MODEL
GRIGOREV, YD
[J]. AUTOMATION AND REMOTE CONTROL, 1990, 51 (04) : 452 - 458
[5] ASYMPTOTIC-DISTRIBUTION OF THE HILDRETH-HOUCK ESTIMATOR
CROCKETT, PW
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1985, 80 (389) : 202 - 204
[6] THE ASYMPTOTIC-DISTRIBUTION OF AN ESTIMATOR OF THE BAYES ERROR RATE
MATLOFF, N
PRUITT, R
[J]. PATTERN RECOGNITION LETTERS, 1984, 2 (05) : 271 - 274
[7] ON THE ASYMPTOTIC-DISTRIBUTION OF A NONPARAMETRIC ESTIMATOR OF A REGRESSION FUNCTION WHEN SAMPLE-SIZE IS RANDOM
MUGISHA, RX
[J]. SOUTH AFRICAN STATISTICAL JOURNAL, 1986, 20 (02) : 103 - 116
[8] ASYMPTOTIC-DISTRIBUTION OF THE WEIGHTED LEAST-SQUARES ESTIMATOR
SHAO, J
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1989, 41 (02) : 365 - 382
[9] ASYMPTOTIC-DISTRIBUTION THEORY FOR THE KALMAN FILTER STATE ESTIMATOR
SPALL, JC
WALL, KD
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1984, 13 (16) : 1981 - 2003
[10] ASYMPTOTIC-DISTRIBUTION OF AN ESTIMATOR OF BOUNDARY PARAMETER OF AN UNSTABLE PROCESS
RAO, MM
[J]. ANNALS OF STATISTICS, 1978, 6 (01): : 185 - 190

← 1 2 3 4 5 →