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条件分位数和条件密度的近邻估计的渐近正态性

The Asymptotic Normality for Nearest Neighbor Estimates of the Conditional Quantile and Density

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【作者】 孙东初

【Author】 Sun DongchuEast China Normal University

【机构】 华东师范大学

【摘要】 本文分别给出了条件p-分位数和条件密度函数的近邻估计。并在一定的条件下证明了这些估计满足渐近正态性。本文还给出了定理的若干应用。

【Abstract】 The important work about nonparametric regression functions by Stone[1] attracted attention of statisticians. However, it is known that the conditional expection is not robust. Hence, we considered the conditional p-quatilc ξp,x as estimate. In this paper,we prove the asymptotic normality of Nearest Neighbor (NN)estimatcs of ξp,x.The case discussed by Zhen Zhongguo[2] is a special one considered here. We have also proved asymptotic normality of NN-estimates of the conditional density.

  • 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,1987年02期
  • 【被引频次】2
  • 【下载频次】66
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