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相關文獻
- Uniform Consistency and Convergence Rate of a Kernel Density Estimator
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頁籤選單縮合
題名 | Uniform Consistency and Convergence Rate of a Kernel Density Estimator=核密度估計量之均勻一致性與其收斂速率 |
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作者 | 洪萬吉; | 書刊名 | 大葉學報 |
卷期 | 10:2 2001.12[民90.12] |
頁次 | 頁101-105 |
分類號 | 319.5 |
關鍵詞 | 核密度估計量; 邊界效果; 密度函數; 帶寬; 均勻一致性; 收斂速率; 偏差減小; Kernel density estimator; Boundary effects; Density function; Bandwidth; Uniform consistency; Convergence rates; Bias reduction; |
語文 | 英文(English) |
中文摘要 | 本文研究核密度估計量之殆必(almost sure)的極限行為與收斂速率。當密度函數之定義域為緊緻(compact support)時,我們知道傳統的核估計量對密度函數之估計將遭遇到邊界效果的問題,也就是說,它沒有一致性。為了改善極限行為與收斂速率,本文依線性擬合法之觀點來建立一個新的加權核估計量,此新的加權核估計量之極限行為與收斂速率將給與提供。本文所提之核密度估計量在其邊界區域是不需要去修正它,且它的收斂速率可達到對 O(n □ (loglogn) □ ),p≧1。 |
英文摘要 | The almost sure limiting behavior and convergence rate of a kernel density estimator are studied. As the domain of density function is compactly supported, it is known that the traditional density estimator will encounter the problem of boundary effects; that is, it lacks the property of consistency. In order to improve the limiting behavior and convergence rate, the idea of the linear-fit method is utilized to construct a new weighted kernel density estimator. In this paper the almost sure limiting behavior, the convergence rate and some properties of the proposed estimator are given. The proposed estimator does not need to improve the boundary regions, the convergence rate of which achieves O(n □ (loglogn) □ ) for all p≧1 . |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。