دانلود مقاله ISI انگلیسی شماره 62876
ترجمه فارسی عنوان مقاله

بر روی نرمال بودن ضریب برآوردگرهای رگرسیون هسته حالت در مدل طراحی تصادفی غیر پارامتری

عنوان انگلیسی
On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model
کد مقاله سال انتشار تعداد صفحات مقاله انگلیسی
62876 2003 22 صفحه PDF
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Journal of Statistical Planning and Inference, Volume 115, Issue 1, 1 July 2003, Pages 123–144

چکیده انگلیسی

In the nonparametric regression model with random design, where the regression function m is given by , estimation of the location θ (mode) of a unique maximum of m by the location of a maximum of the Nadaraya–Watson kernel estimator m̂ for the curve m is considered. Within this setting, we obtain consistency and asymptotic normality results for under mild local smoothness assumptions on m and the design density g of X. The estimation of the size of the maximum is also considered as well as the estimation of a unique zero of the regression function. As a by-product, we obtain an asymptotic normality result for the Nadaraya–Watson estimator itself which improves on previous results.