ESTIMATING ADDITIVE NONPARAMETRIC MODELS BY PARTIAL Lq NORM: THE CURSE OF FRACTIONALITY
提出一种基于核估计样本的Lq中位数来估计加性非参数回归模型的新方法,证明了估计量的一致性和渐近正态性,并发现收敛速度依赖于q值,当q≤3/2时速度会变慢。
We propose a new method for estimating additive nonparametric regression models based on taking the L q median of a sample of kernel estimators. We establish the consistency and asymptotic normality of our procedures. The rate of convergence depends on the value of q . For q > 3/2 one has the usual one-dimensional rate, but if q ≤ 3/2 the rate can be slower.