Based on the locally kernel weighted least squares fit of the nonparametric regression models, this paper presents the nonparametric testing method for nonlinear cointegration.
本文基于非参数回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。
The kernel estimate of nonparametric regression function has been researched recently.
非参数回归函数的核估计近年来已有了一些研究。
This paper gives a new kernel estimate, bandwidth parameter and the bias-corrected confidence belt for nonparametric regression curve.
对非参数回归曲线提出了一种新的核估计量和窗宽选择方法及修正偏倚置信带。
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