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政大機構典藏 > 商學院 > 統計學系 > 國科會研究計畫 > Item 140.119/85784

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85784

Title:	相關誤差下的迴歸函數適應性估計
Other Titles:	Adaptive Estimation in Regression with Dependent Errors
Authors:	黃子銘
Contributors:	統計學系
Date:	2013
Issue Date:	2016-04-20 16:52:41 (UTC+8)
Abstract:	無母數迴歸估計問題中，若是迴歸函數平滑程度已知，則容易得到收斂速度爲最佳的估計量。當迴歸函數平滑程度爲未知時，我們也希望迴歸函數估計量能達到一樣好的估計效果。這樣的估計量稱爲具有適應性。當迴歸模型中誤差爲相關時，有人提出基於一種選模規則的迴歸函數估計量，是具適應性的。然而這方法使用上有困難，因為選模規則牽涉到一些未知參數。一種可能的解決方式，是將選模規則中的未知參數以其具一致性的估計量取代。本計畫中將研究此解決方式是否能在理論上證實可行。 In nonparametric regression, if the degree of smoothness of the regression function is known, it is often easy to obtain estimators that attain the optimal convergence rate. When the degree of smoothness of the regression function is unknown, it is desirable to have estimators for the regression function that can also achieve the optimal convergence rate. Estimators that have this property are called adaptive. When the errors in a regression model are dependent, an adaptive estimator based on a model selection criterion has been proposed, but it is difficult to implement because the criterion involves unknown parameters for the error dependence structure and the error variance. In this project, it is proposed to study the possibility of replacing the unknown parameters by their consistent estimators to make the adaptive estimator implementable.
Relation:	計畫編號 NSC 102-2118-M004-007
Data Type:	report
Appears in Collections:	[統計學系] 國科會研究計畫

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