| 摘要: |
| 首先将回归函数限制在一个有限维函数空间中,得到一个近似的线性模型,在此基础上，由Fiducki推渐给 出了误差方差的区间估计。该区间估计形式简单,易于计算。给出了这个区间估计的真实覆盖率和名义水平差 异的一个上界，该上界由囬归函数与其近似的线性函数的距离界定,并且对所给区间估计的真实覆盖率进行了数 值模拟。 |
| 关键词: 非参数回归 误差方差 区间估计 置信水平 |
| DOI： |
| 分类号: |
| 基金项目:国家自然科学基金(10271013) |
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| An interval estimator of error variance in nonparametric regression model |
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HU Hui-min1,RUI Jie2,XU Xing-zhong1
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(1. School of Science, Beijing Institute of Technology，Bering 1000811 China ;2. College of Mathematics and Computational Science in China University of Petroleum,Dongying 257061，Shandong Province, China )
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| Abstract: |
| Firstly an approximate linear cnodei was obtainedl by confining the regression function in a functional space with finite dimension. Then the interval estimator was proposed by Fiducial inference. The interval estimator has a simple form and is eaay to.be calculited. An upper bound of the difference between the true and the nominal level of the interval estimator was It U domintied by tfie dietance between the regression function ancf its approximating function. True percentage of coverage fen: the intervill estimstor was a]a?<6mnilat?d. |
| Key words: nonparametric regrweion^ esror Tariance interval estimator confidence Level |
