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时间序列中方差的结构变点的小波识别(英文) 被引量:1
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作者 王景乐 刘维奇 《应用概率统计》 CSCD 北大核心 2010年第2期207-219,共13页
本文给出了时间序列中方差的小波系数的两种估计:连续估计和离散估计.这两种估计可以用来检测时间序列中方差的结构变点.利用这两种估计我们给出了方差变点的位置和跳跃幅度的估计,并且显示出这些估计可达到最佳收敛速度.同时,我们还给... 本文给出了时间序列中方差的小波系数的两种估计:连续估计和离散估计.这两种估计可以用来检测时间序列中方差的结构变点.利用这两种估计我们给出了方差变点的位置和跳跃幅度的估计,并且显示出这些估计可达到最佳收敛速度.同时,我们还给出了这些估计的收敛速度以及检验统计量的渐进分布! 展开更多
关键词 方差变点 小波系数 核估计 局部线形估计
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Estimation of Finite Population Totals in High Dimensional Spaces
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作者 Festus A. Were George O. Orwa Romanus O. Otieno 《Open Journal of Statistics》 2022年第5期581-596,共16页
In this paper, the problem of Nonparametric Estimation of Finite Population Totals in high dimensional datasets is considered. A robust estimator of the Finite Population Total based on Feedforward Backpropagation Neu... In this paper, the problem of Nonparametric Estimation of Finite Population Totals in high dimensional datasets is considered. A robust estimator of the Finite Population Total based on Feedforward Backpropagation Neural Network is derived with the aid of a Super-Population Model. This current study is motivated by the fact that Local Polynomials and Kernel methods have in preceding related studies, been shown to provide good estimators for Finite Population Totals but in low dimensions. Even in these situations however, bias at boundary points presents a big challenge when using these estimators in estimating Finite Population parameters. The challenge worsens as the dimension of regressors increase. This is because as the dimension of the Regressor Vectors grows, the Sparseness of the Regressors’ values in the design space becomes unfeasible, resulting in a decrease in the fastest achievable rates of convergence of the Regression Function Estimators towards the target curve, rendering Kernel Methods and Local Polynomials ineffective to address these challenges. This study considers the technique of Artificial Neural Networks which yields robust estimators in high dimensions and reduces the estimation bias with marginal increase in variance. This is due to its Multi-Layer Structure, which can approximate a wide range of functions to any required level of precision. The estimator’s properties are developed, and a comparison with existing estimators was conducted to evaluate the estimator’s performance using real data sets acquired from the United Nations Development Programme 2020. The estimation approach performs well in an example using data from a United Nations Development Programme 2020 on the study of Human Development Index against other factors. The theoretical and practical results imply that the Neural Network estimator is highly recommended for survey sampling estimation of the finite population total. 展开更多
关键词 Neural Networks kernel smoother Local Polynomial NONPARAMETRIC
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ON COMPLETE CONVERGENCE OF NONPARAMETRIC REGRESSION M-QUANTILES 被引量:1
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作者 CAI Zongwu (Department of Mathematics,Hangzhou University,Hangzhou 310028,China) 《Systems Science and Mathematical Sciences》 SCIE EI CSCD 1992年第3期227-232,共6页
Consider the nonparametric regression model Y_i=m(x_i)+ε_i,i=1,…,n,where m(?)is an unknown function,and the design points x_i are knownand nonrandom.The robust nonparametric estimators were introduced by H(?)rdleand... Consider the nonparametric regression model Y_i=m(x_i)+ε_i,i=1,…,n,where m(?)is an unknown function,and the design points x_i are knownand nonrandom.The robust nonparametric estimators were introduced by H(?)rdleand Gasser in 1984.These estimators can be viewed as regression M-quantiles.We then establish complete convergence for such quantiles under only the finitemoment condition. 展开更多
关键词 NONPARAMETRIC kernel type ESTIMATOR M-smoother QUANTILE complete convergence
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