非參數(shù)回歸模型論文線性過程誤差下非參數(shù)模型經(jīng)驗似然

1、<p>　　非參數(shù)回歸模型論文：線性過程誤差下非參數(shù)模型的經(jīng)驗似然</p><p>　　【中文摘要】線性過程在時間序列分析中具有特殊的重要地位,它在水文工程、氣象學和生存分析等領域及經(jīng)濟、工程和物理等學科中都有著極其廣泛的運用.特別地,線性過程的極限定理對于刻劃各種從計量經(jīng)濟模型的統(tǒng)計推斷問題中所導出的檢驗統(tǒng)計量的極限分布起著至關重要的作用,有相當多的文獻(如:Brockwell and Davis,

2、Time Series:Theory and Methods. New York:SpringerW,1987)對線性過程的極限理論作了深入而細致的研究.非參數(shù)回歸模型是在上世紀七十年代發(fā)展起來的一個重要統(tǒng)計模型.由于非參數(shù)回歸模型中回歸函數(shù)形式可以是任意的,且對總體的分布限制較少,故在實際問題中有廣泛應用,許多學者對它進行了研究,比如:Priestley and Chao (Non-parametric function fittin

3、g. J. Roy.Stat. Soc. B,1972,34:385-392)給出了Priestley-Chao型固定設計權(quán)函數(shù)回歸估計的弱相合性的條件,Benedetti (On the nonparametric estimation o</p><p>　　【英文摘要】Linear process in time series analysis has a special important positio

4、n and it works in hydrol-ogy, meteorology and areas of survival analysis, also it has a very wide range of applications in the economic, engineering and physics and other disciplines. In particular, limit theorems for ch

5、arac-terization of linear processes in a variety of statistical inference for econometric models exported by limiting distribution of test statistics plays a vital role, there is considerable literature o</p><

6、p>　　【關鍵詞】非參數(shù)回歸模型 經(jīng)驗似然 置信區(qū)間</p><p>　　【英文關鍵詞】nonparametric regression empirical likelihood confidence interval</p><p>　　【目錄】線性過程誤差下非參數(shù)模型的經(jīng)驗似然摘要3-5ABSTRACT5-6第一章 緒論

7、8-12§1.1 線性過程誤差下的研究概況8§1.2 非參數(shù)回歸模型的研究概況8-10§1.3 經(jīng)驗似然的背景10§1.4 本文內(nèi)容及結(jié)構(gòu)10-12第二章 線性過程誤差下非參數(shù)模型的經(jīng)驗似然12-29§2.1 引言12-13§2.2 主要結(jié)果13-16§2.3