On the L_p Convergence Rate of Kernel Estimates for the Nonparametric Regression Function
非参数回归函数核估计的L_p收敛速度作者机构:河南许昌师范专科学校
出 版 物:《Chinese Quarterly Journal of Mathematics》 (数学季刊(英文版))
年 卷 期:1992年第7卷第1期
页 面:37-43页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
主 题:regression function L convergence rate kernel estimate
摘 要:Let (X,Y) be an R^d×R^1 valued random vector (X_1,Y_1),…, (X_n,Y_n) be a random sample drawn from (X,Y), and let E|Y|∞. The regression function m(x)=E(Y|X=x) for x∈R^d is estimated by where, and h_n is a positive number depending upon n only, nad K is a given nonnegative function on R^d. In the paper, we study the L_p convergence rate of kernel estimate m_n(x) of m(x) in suitable condition, and improve and extend the results of Wei Lansheng.