多元回归函数最大值点BRPA估计的相合性
The Consistency of BRPA Estimator for the Maximizer of a Multivariable Regression Function
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摘要: 在本文中,我们讨论了多元非参数回归函数最大值点的BRPA估计的相合性问题,给出了BRPA估计相合的充要条件,推广了Bai et al(1998)的结果。Abstract: In this paper, we give a necessary and sufficient condition for the consistency of BRPA estimaor for the maximizer of a multivariable nonparametric regression function.