English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113656/144643 (79%)
Visitors : 51733574      Online Users : 589
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85784


    Title: 相關誤差下的迴歸函數適應性估計
    Other Titles: Adaptive Estimation in Regression with Dependent Errors
    Authors: 黃子銘
    Contributors: 統計學系
    Date: 2013
    Issue Date: 2016-04-20 16:52:41 (UTC+8)
    Abstract: 無母數迴歸估計問題中,若是迴歸函數平滑程度已知,則容易得到收斂速度爲 最佳的估計量。當迴歸函數平滑程度爲未知時,我們也希望迴歸函數估計量能 達到一樣好的估計效果。這樣的估計量稱爲具有適應性。 當迴歸模型中誤差爲相關時,有人提出基於一種選模規則的迴歸函數估計量, 是具適應性的。然而這方法使用上有困難,因為選模規則牽涉到一些未知參 數。一種可能的解決方式,是將選模規則中的未知參數以其具一致性的估計量 取代。本計畫中將研究此解決方式是否能在理論上證實可行。
    In nonparametric regression, if the degree of smoothness of the regression function is known, it is often easy to obtain estimators that attain the optimal convergence rate. When the degree of smoothness of the regression function is unknown, it is desirable to have estimators for the regression function that can also achieve the optimal convergence rate. Estimators that have this property are called adaptive. When the errors in a regression model are dependent, an adaptive estimator based on a model selection criterion has been proposed, but it is difficult to implement because the criterion involves unknown parameters for the error dependence structure and the error variance. In this project, it is proposed to study the possibility of replacing the unknown parameters by their consistent estimators to make the adaptive estimator implementable.
    Relation: 計畫編號 NSC 102-2118-M004-007
    Data Type: report
    Appears in Collections:[統計學系] 國科會研究計畫

    Files in This Item:

    File Description SizeFormat
    102-2118-M004-007.pdf596KbAdobe PDF2312View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback