【摘要】 首先将回归函数限制在一个有限维函数空间中,得到一个近似的线性模型,在此基础上,由Fiducial推断给出了误差方差的区间估计。该区间估计形式简单,易于计算。给出了这个区间估计的真实覆盖率和名义水平差异的一个上界,该上界由回归函数与其近似的线性函数的距离界定,并且对所给区间估计的真实覆盖率进行了数值模拟。更多还原

【Abstract】 Firstly an approximate linear model was obtained by confining the regression function in a functional space with finite dimension.Then the interval estimator was proposed by Fiducial inference.The interval estimator has a simple form and is easy to be calculated.An upper bound of the difference between the true and the nominal level of the interval estimator was given. It is dominated by the distance between the regression function and its approximating function.True percentage of coverage for the interval estimator was also simulated.更多还原