对相依时间序列数据,在一定的条件下已有人证明了局部多项式加权回归系数估计服从渐近正态分布,其中核函数是有界的。
Fan J and Gijbels I gave the asymptotic normality of local polynomial regression estimation in dependent time series, where the weighted function is bounded.
相依性分析方法中,传统的线性相关系数只能描述变量间的线性相依关系。
Among dependency analysis methods, the traditional linear correlation coefficient can only describe the linear dependencies between variables.
对半相依回归线性系统,我们周期地使用迭加信息的方法,得出了回归系数广义协方差改进估计。
In this paper we repeatedly draw information from the seemingly unrelated regression equations and introduce a method that can be used to improve the covariance improvement estimate (CIE).
对半相依回归线性系统,我们周期地使用迭加信息的方法,得出了回归系数广义协方差改进估计。
In this paper we repeatedly draw information from the seemingly unrelated regression equations and introduce a method that can be used to improve the covariance improvement estimate (CIE).
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