丁建华, 张红玉, 张志强. 不确定半参数模型的Bernstein多项式估计[J]. 应用概率统计, 2022, 38(2): 303-315. DOI: 10.3969/j.issn.1001-4268.2022.02.009
引用本文: 丁建华, 张红玉, 张志强. 不确定半参数模型的Bernstein多项式估计[J]. 应用概率统计, 2022, 38(2): 303-315. DOI: 10.3969/j.issn.1001-4268.2022.02.009
DING Jianhua, ZHANG Hongyu, ZHANG Zhiqiang. Uncertain Semiparametric Model with Bernstein Polynomials[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(2): 303-315. DOI: 10.3969/j.issn.1001-4268.2022.02.009
Citation: DING Jianhua, ZHANG Hongyu, ZHANG Zhiqiang. Uncertain Semiparametric Model with Bernstein Polynomials[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(2): 303-315. DOI: 10.3969/j.issn.1001-4268.2022.02.009

不确定半参数模型的Bernstein多项式估计

Uncertain Semiparametric Model with Bernstein Polynomials

  • 摘要: 假设样本观测值是不精确的,通过将不精确的观测值建模为不确定变量,这篇论文提出单调半参数模型的不确定统计推断.单调Bernstein多项式近似非参数函数, 利用二次规划算法进行求解.并通过数值例子说明所提出的方法.

     

    Abstract: Assuming the observations are imprecise and modeling the observations by uncertain variables, this paper proposes statistical inferences for uncertain semiparametric regression model when nonparametric function is subject to monotonicity constraint. Monotonic Bernstein polynomials are used to approximate the nonparametric function and quadratic programming algorithm is used to compute the estimate. A numerical example is given to illustrate the proposed methods.

     

/

返回文章
返回