REGRESSION FUNCTION ESTIMATION FROM DEPENDENT OBSERVATIONS

被引：24

作者：

BURMAN, P

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 36卷 / 02期

关键词：

B-SPLINES; MIXING; RATE OF CONVERGENCE;

D O I：

10.1016/0047-259X(91)90061-6

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：

We consider the problem of estimating a regression function with nonrandom design points and dependent errors. We construct a spline estimate of the regression function and obtain its rate of convergence. It turns out that the dependence of the observations is reflected in this rate. © 1991.

引用

页码：263 / 279

页数：17

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