کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149710 957893 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Nonparametric estimation of conditional expectation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Nonparametric estimation of conditional expectation
چکیده انگلیسی

Denote the integer lattice points in the N  -dimensional Euclidean space by ZNZN and assume that (Xi,Yi)(Xi,Yi), i∈ZNi∈ZN is a mixing random field. Estimators of the conditional expectation r(x)=E[Yi|Xi=x]r(x)=E[Yi|Xi=x] by nearest neighbor methods are established and investigated. The main analytical result of this study is that, under general mixing assumptions, the estimators considered are asymptotically normal. Many difficulties arise since points in higher dimensional space N⩾2N⩾2 cannot be linearly ordered. Our result applies to many situations where parametric methods cannot be adopted with confidence.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 2, 1 February 2009, Pages 164–175
نویسندگان
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