dc.contributor | 國立政治大學統計學系 | en_US |
dc.contributor | 行政院國家科學委員會 | en_US |
dc.creator (作者) | 黃子銘 | zh_TW |
dc.date (日期) | 2011 | en_US |
dc.date.accessioned | 30-Aug-2012 09:59:28 (UTC+8) | - |
dc.date.available | 30-Aug-2012 09:59:28 (UTC+8) | - |
dc.date.issued (上傳時間) | 30-Aug-2012 09:59:28 (UTC+8) | - |
dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/53408 | - |
dc.description.abstract (摘要) | 本研究欲探討資料經過經驗分布轉換後,所得到的核迴歸估計量的聯合漸進分布。研 究動機有二,第一是考慮到使用Huang (2010)提出的條件獨立檢定時,先將資料進行 經驗分布轉換的做法。希望本研究的結果可以為這種轉換的做法提出理論上的根據。 第二是要了解迴歸問題中,如果使用核迴歸估計量估計迴歸函數,而且解釋變數經過 經驗分布轉換時,核迴歸估計量的漸進性質。處理這二個問題時都需要知道資料經過 經驗分布轉換後,所得到的核迴歸估計量的聯合漸進分布。預期得到聯合漸進分布會 和資料經過真正的分布轉換後,所得到的核迴歸估計量的聯合漸進分布相同。 | en_US |
dc.description.abstract (摘要) | The proposed research is concerned with the joint asymptotic distribution of kernel regression estimators when the data are transformed using empirical CDF`s. The proposed study is motivated by two problems. The first one is to provide justification for applying empirical CDF transforms to data before using a conditional independence test proposed by Huang (2010). The second one is to investigate the asymptotic property of a kernel regression estimator when it serves as a nonparametric estimator for the regression function while the explanatory variable is transformed by its empirical CDF. To address each of the two problems, one need the joint asymptotic distribution of kernel regression estimators when the data are transformed using empirical CDF`s. It is expected that the joint asymptotic distribution is the same as that for the case where the data are transformed using the true CDF`s. | en_US |
dc.language.iso | en_US | - |
dc.relation (關聯) | 基礎研究 | en_US |
dc.relation (關聯) | 學術補助 | en_US |
dc.relation (關聯) | 研究期間:10008~ 10107 | en_US |
dc.relation (關聯) | 研究經費:1054仟元 | en_US |
dc.subject (關鍵詞) | 統計;轉換資料;核迴歸估計量;漸進分布 | en_US |
dc.title (題名) | 轉換資料的核迴歸估計量的漸進分布 | zh_TW |
dc.title.alternative (其他題名) | Asymptotic Distribution of Kernel Regression Estimators Based on Transformed Data | en_US |
dc.type (資料類型) | report | en |