- Tytuł:
- Consistency of trigonometric and polynomial regression estimators
- Autorzy:
- Popiński, Waldemar
- Tematy:
-
consistent estimator
orthonormal system
least squares method
regression - Pokaż więcej
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Powiązania:
- https://bibliotekanauki.pl/articles/1339065.pdf Link otwiera się w nowym oknie
- Opis:
- The problem of nonparametric regression function estimation is considered using the complete orthonormal system of trigonometric functions or Legendre polynomials $e_k$, k=0,1,..., for the observation model $y_i = f(x_i) + η_i $, i=1,...,n, where the $η_i$ are independent random variables with zero mean value and finite variance, and the observation points $x_i\in[a,b]$, i=1,...,n, form a random sample from a distribution with density $ϱ\in L^1[a,b]$. Sufficient and necessary conditions are obtained for consistency in the sense of the errors $\Vert f-\widehat f_N\Vert, \vert f(x)-\widehatf_N(x)\vert$, $x\in[a,b]$, and $E\Vert f-\widehatf_N\Vert^2$ of the projection estimator $\widehat f_N(x) = \sum_{k=0}^N\widehat{c}_ke_k(x)$ for $\widehat{c}_0,\widehat{c}_1,\ldots,\widehat{c}_N$ determined by the least squares method and $f\in L^2[a,b]$.
- Dostawca treści:
- Biblioteka Nauki
Artykuł