多維及相關數據的非參數估計問題(2/2)
Date Issued
2004-10-31
Date
2004-10-31
Author(s)
DOI
922118M002012
Abstract
In biological and econometrical sciences, it is often important to know the support
boundary of a multivariate random vector. We propose a method that is easy to compute and
prove that it achieves the optimal rate of convergence. Nonparametric estimation of surfaces has
been widely used in practice. Multivariate local linear regression has many advantages. We
suggest methods to reduce variance of multivariate local linear smoothers. It is shown that they
all substantially enhances the stability while keeping the asymptotic bias unchanged.
Subjects
multivariate local linear regression
nonparametric smoothing
support boundary
variance reduction
Publisher
臺北市：國立臺灣大學數學系暨研究所
Type
report
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