数学物理学报(英文版) ›› 2004, Vol. 24 ›› Issue (1): 28-38.

• 论文 • 上一篇    下一篇

LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION

杨瑛,W. C. Ip ;Y. K. Kwan P|Y. K. Kwan   

  1. School of Mathematical Sciences, Peking University, Beijing 100871, China

    Department of Applied Mathematics, The Hong Kong Polytechnic University,
    Hung Hom, Kowloon, Hong Kong, China
  • 出版日期:2004-07-13 发布日期:2004-07-13
  • 基金资助:

    2001. The first author’s research was supported by the National
    Natural Science Foundation of China (Grant No. 198310110 and Grant No. 19871003) and the partly support
    of the Doctoral Foundation of China and the last three authors’ research was supported by a grant from Research
    Committee of The Hong Kong Polytechnic University.

LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION

 YANG Ying, W. C. Ip, Y. K. Kwan   

  • Online:2004-07-13 Published:2004-07-13
  • Supported by:

    2001. The first author’s research was supported by the National
    Natural Science Foundation of China (Grant No. 198310110 and Grant No. 19871003) and the partly support
    of the Doctoral Foundation of China and the last three authors’ research was supported by a grant from Research
    Committee of The Hong Kong Polytechnic University.

摘要:

This paper considers local median estimation in fixed design regression prob-
lems. The proposed method is employed to estimate the median function and the variance
function of a heteroscedastic regression model. Strong convergence rates of the proposed
estimators are obtained. Simulation results are given to show the performance of the
proposed methods.

Abstract:

This paper considers local median estimation in fixed design regression prob-
lems. The proposed method is employed to estimate the median function and the variance
function of a heteroscedastic regression model. Strong convergence rates of the proposed
estimators are obtained. Simulation results are given to show the performance of the
proposed methods.

Key words: Heteroscedasticity;nonparametric median regression;strong convergence
rate;variance function;local median estimation

中图分类号: 

  • 62G05