摘要
对于维随机变量在给定权函数的条件下,利用密度核估计值分析了(meansquareerror)与(meanintegratesquareerror)的渐近比较结果,研究了局部和全局的估计值与理论值的接近程度,并给出了最优收敛速度和理想窗宽选择,最后得出了的渐近优越性。
In this paper, based on the weight functions in density estimate, the main results of asymptotic behavior of MSE and MISE of ^∧fn are shown, local and global closeness of ^∧fn to the real densityf are measured. Underlying these results, the optimal convergence rate for MSE（^∧fn, f（x）） and MISE（^∧fn, f（x）） and the ideal bandwidth choices are presented. The asymptotic superiority of ^∧fn over others is concluded.
出处
《燕山大学学报》
CAS
2006年第3期239-242,共4页
Journal of Yanshan University
关键词
核估计
窗宽
非参数
收敛速度
kernel density estimate
bandwidth
nonparametric
rate of convergence
