DC 欄位 | 值 | 語言 |
dc.contributor.author | 鄭明燕 | zh_TW |
dc.creator | 鄭明燕 | zh_TW |
dc.date | 2005-07-31 | zh_TW |
dc.date.accessioned | 2006-07-26T02:22:38Z | - |
dc.date.accessioned | 2018-06-28T09:21:53Z | - |
dc.date.available | 2006-07-26T02:22:38Z | - |
dc.date.available | 2018-06-28T09:21:53Z | - |
dc.date.issued | 2005-07-31 | - |
dc.identifier | 932118M002007 | en |
dc.identifier.uri | http://ntur.lib.ntu.edu.tw//handle/246246/21019 | - |
dc.description.abstract | 我們研究迴歸函數轉折點以及多參數區域模型的非參數估計方法。迴歸函數轉
折點常發生於財務和經濟研究,卻一直無理想的估計法。我們發展俱有最佳收斂多速度的
核估計法,模擬實驗以及應用至匯率資料分析顯示我們的估計法有極佳的應用價值。多參
數區域模型是最近幾年受重視的極值分析統計模型。我們發展有效降低估計其中多個參數
函數估計變異的方法。應用至年度最高溫度資料分析顯示我們的方法的確有效降低估計變
異。 | zh_TW |
dc.description.abstract | We study nonparametric estimation of change-points in regression functions and
parameter functions in mulitparameter likelihood models. Change-points are commonly seen in
financial and economic studies, but there has been no satisfactory methods to estimation them.
We developed kernel estimators that have optimal convergence rates. A simulation study and an
application to exchange rate data analysis indicate that our methods are very appealing for
practices. Recently, there is increasing interest in applying multiparameter likelihood models to
analyze extreme values. We proposed methods that efficiently reduce variation in nonparametric
estimation of the parameter functions. An application to annual maximum temperatures shows
that our methods significantly reduce the variation. | en |
dc.format | application/pdf | en |
dc.format.extent | 91067 bytes | en |
dc.format.mimetype | application/pdf | en |
dc.language | zh-TW | zh_TW |
dc.language.iso | zh_TW | zh_TW |
dc.publisher | 臺北市:國立臺灣大學數學系暨研究所 | zh_TW |
dc.rights | 國立臺灣大學數學系暨研究所 | zh_TW |
dc.subject | 轉折點 | zh_TW |
dc.subject | 核函數 | zh_TW |
dc.subject | 區域模型 | zh_TW |
dc.subject | 降變異法 | zh_TW |
dc.subject | change-point | en |
dc.subject | kernel | en |
dc.subject | local likelihood | en |
dc.subject | variance reduction | en |
dc.title | 自動適應的無母數濾波與估計(1/2) | zh_TW |
dc.type | report | en |
dc.identifier.uri.fulltext | http://ntur.lib.ntu.edu.tw/bitstream/246246/21019/1/932118M002007.pdf | - |
dc.coverage | 計畫年度:93;起迄日期:2004-08-01/2005-07-31 | zh_TW |
item.fulltext | with fulltext | - |
item.cerifentitytype | Publications | - |
item.languageiso639-1 | zh_TW | - |
item.openairetype | report | - |
item.openairecristype | http://purl.org/coar/resource_type/c_93fc | - |
item.grantfulltext | open | - |
crisitem.author.orcid | 0000-0002-1849-7049 | - |
顯示於: | 數學系
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