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

1、<p>　　非參數(shù)回歸模型論文：線性過(guò)程誤差下非參數(shù)模型的經(jīng)驗(yàn)似然</p><p>　　【中文摘要】線性過(guò)程在時(shí)間序列分析中具有特殊的重要地位,它在水文工程、氣象學(xué)和生存分析等領(lǐng)域及經(jīng)濟(jì)、工程和物理等學(xué)科中都有著極其廣泛的運(yùn)用.特別地,線性過(guò)程的極限定理對(duì)于刻劃各種從計(jì)量經(jīng)濟(jì)模型的統(tǒng)計(jì)推斷問(wèn)題中所導(dǎo)出的檢驗(yàn)統(tǒng)計(jì)量的極限分布起著至關(guān)重要的作用,有相當(dāng)多的文獻(xiàn)(如:Brockwell and Davis,

2、Time Series:Theory and Methods. New York:SpringerW,1987)對(duì)線性過(guò)程的極限理論作了深入而細(xì)致的研究.非參數(shù)回歸模型是在上世紀(jì)七十年代發(fā)展起來(lái)的一個(gè)重要統(tǒng)計(jì)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(duì)總體的分布限制較少,故在實(shí)際問(wèn)題中有廣泛應(yīng)用,許多學(xué)者對(duì)它進(jìn)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(shè)計(jì)權(quán)函數(shù)回歸估計(jì)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(guān)鍵詞】非參數(shù)回歸模型 經(jīng)驗(yàn)似然 置信區(qū)間</p><p>　　【英文關(guān)鍵詞】nonparametric regression empirical likelihood confidence interval</p><p>　　【目錄】線性過(guò)程誤差下非參數(shù)模型的經(jīng)驗(yàn)似然摘要3-5ABSTRACT5-6第一章 緒論

7、8-12§1.1 線性過(guò)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(yàn)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(guò)程誤差下非參數(shù)模型的經(jīng)驗(yàn)似然12-29§2.1 引言12-13§2.2 主要結(jié)果13-16§2.3