元回归模型中最大值点的BRPA估计的收敛速度

Convergence Rate of the Best-r-Points-Average Estimator the Maximizer of a Multivariate Regression Function

摘要: BRPA估计是Changchien (1990)提出的一种具有良好性质的回归函数最大值点的估计, Chen, Huang and Huang (1996), Bai and Huang (1999), 吴and王(2000)和Bai, Chen and Wu (2003)分别讨论了BRPA的极限性质\bd 本篇文章中, 我们在很一般的条件下研究了x为多维向量时BRPA估计的收敛速度, 推广了Bai, Chen and Wu (2003)的结果

Abstract: BRPA estimator, proposed in Changchien (1990), has certain merits over the estimators derived through the estimation of the regression function. Some of the properties of the BRPA estimator have been studied in Chen, Huang and Huang (1996), Bai and Huang (1999), Wu and Wang (2000) and Bai, Chen and Wu (2003). In this article, we give the convergence rate of the BRPA estimator of the multivariate regression function under some mild conditions and popularize the result of Bai, Chen and Wu (2003).