在simplex上使用Dirichlet内核进行回归表面的局部线性平滑
Christian Genest1, Frédéric Ouimet1
1Department of Mathematics and Statistics, McGill University, 805, rue Sherbrooke ouest, Montréal, QC H3A 0B9 Canada.
概括
这项研究提出了一个新的局部线性光滑器,用于简单回归表面. 新的迪里克莱特内核估计器在模拟研究中显示出与现有方法相比更高的性能.
科学领域:
- 统计 统计 统计 统计
- 非参数回归的非参数回归
- 计算统计学 计算统计学
背景情况:
- 简单的回归分析对于建模组成数据至关重要.
- 现有的方法经常与边界属性作斗争.
- 局部多项式光滑比局部常量方法提供了更好的性能.
研究的目的:
- 引入一种新的局部线性平滑器,用于简单的回归.
- 分析拟议估计器的非对称性属性.
- 将其业绩与现有估计器进行比较.
主要方法:
- 使用加权最小平方方法开发局部线性光滑器.
- 使用局部自适应的迪里克莱特内核进行权衡.
- 导出偏差,方差和平均平方误差的非对称结果.
- 进行性能评估的模拟研究.
主要成果:
- 拟议的局部线性光滑器具有有利的边界特性.
- 非对称性属性 (偏差,差异,MSE,MISE) 在理论上已经确立.
- 模拟结果表明,新的估计器的性能优于使用迪里克莱核的纳达拉雅-沃森估计器.
结论:
- 局部线性光滑器与迪里克莱核是一个有效的回归方法在simplex.
- 理论和模拟结果支持其实际适用性.
- 这项工作将单变量平滑结果扩展到多变量简单域.
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