最近邻回归估计的随机加权逼近

RANDOM WEIGHTING APPROXIMATION FOR NEAREST NEIGHBOR ESTIMATOR OF NONPARAMETRIC REGRESSION FUNCTION

研究了一种最近邻回归估计的分布逼近问题．利用随机加权法，给出了最近邻回归估计误差的逼近分布及其逼近的精度。

In this paper, the estimate problem of the distribution for nearest neighbor estimator of regression function is studied. Using the random weighting method, we obtain the approximating distribution of nearest neighbor estimator of regression function, which is more precise than normal approximation in Reference .