非参数技术理论及应用综述

The Summary of Nonparametric Technique Theory and Application.

非参数技术中一个最重要的内容是估计方法，常见的非参数估计方法有核估计、局部多项式估计、近邻估计等。光滑参数的选取、“维数灾难”与边界点问题也是与非参数技术有关的重要内容。非参数技术的一个重要的应用是应用在时间序列模型中。

The important matter is the estimating method in the nonparametric technique. The common estimating method is the kernel estimation, the local polynomial estimation and the neighbor estimation. The estimation of the smooth parameter, the problem of ＂the curse of the dimension＂ and the boundary are also important matter in the nonparametric technique. An important application of nonparametric technique is in time series models.