Journal of Applied Sciences ›› 2002, Vol. 20 ›› Issue (1): 77-79.
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XUE Liu-gen
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Abstract: In the paper, we apply random weighting methods to construct random weighting statistic for the unknown regression function m(x) and prove that the random weighting approximation can attain the accuracy of o(n-1/(d+2) lnnMn),where 0< Mn→∞. The confidence intervals of m(x) can be constructed by this result.
Key words: nonparametric regression function, kernel estimation, random weighting method
CLC Number:
O212.7
XUE Liu-gen. The Confidence Intervals of the Nonparametric Regression Function[J]. Journal of Applied Sciences, 2002, 20(1): 77-79.
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