i.i.d情况下非参数回归模型的误差密度估计的收敛性质
Convergence Rate of the Error-Density Estimator of Nonparametric Regression in the i.i.d Case
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摘要: 本文研究了i.i.d情况下非参数回归的误差密度估计的一致收敛和均方收敛,给出了一定条件下误差密度的估计量,^fn(x)的一致收敛速度和均方收敛速度.Abstract: In this paper, we are mainly concerned with uniform convergence and mean square convergence of the error-density estimator of nonparametric regression in the i.i.d case. We have given the strong uniform convergence rate and mean square error convergence rate of the kernel density estimator fn under suitable conditions.