共查询到20条相似文献,搜索用时 15 毫秒
1.
2.
3.
This paper deals with a nonparametric Nadaraya–Watson (NW) estimator of the drift function computed from independent continuous observations of a diffusion process. Risk bounds on the estimator and its discrete-time approximation are established. The paper also deals with extensions of the PCO and leave-one-out cross-validation bandwidth selection methods for our NW estimator. Finally, some numerical experiments are provided. 相似文献
4.
众所周知市场经济的一个显著特点就是竞争,竞争获胜的重要前提是决策的及时和正确,而科学决策的前提与关键又在于能够迅速及时、准确地获得有关信息,并对信息进行快速而合理的加工.谁拥有更及时更正确的各类信息,谁就能更好更快地做出正确决策,谁就有希望在市场经济的竞争中获胜,相反就可能在竞争中败北.因此,信息是企业重要的资源,在企业各类信息中,统计信息是企业信息的主体,抓住统计信息的收集、加工和使用,就抓住企业信息的关键.同时工作实践也告诉我们有了数据,并不等于就能成为企业资源,信息是经过加工 相似文献
5.
6.
7.
8.
9.
CONFIG.SYS和AUTOEXEC.BAT文件的多重设置湖南省洪江市统计局蒋晖MS-DOS从6.0版开始,增加了CONFIG.SYS与AUTOEXEC.BAT文件多重设置功能,使运行不同系统配置要求的软件时,不必每次修改配置文件,给实际工作带来了... 相似文献
10.
11.
This is an interesting article that considers the question of inference on unknown linear index coefficients in a general class of models where reduced form parameters are invertible function of one or more linear index. Interpretable sufficient conditions such as monotonicity and or smoothness for the invertibility condition are provided. The results generalize some work in the previous literature by allowing the number of reduced form parameters to exceed the number of indices. The identification and estimation expand on the approach taken in previous work by the authors. Examples include Ahn, Powell, and Ichimura (2004) for monotone single-index regression models to a multi-index setting and extended by Blundell and Powell (2004) and Powell and Ruud (2008) to models with endogenous regressors and multinomial response, respectively. A key property of the inference approach taken is that the estimator of the unknown index coefficients (up to scale) is computationally simple to obtain (relative to other estimators in the literature) in that it is closed form. Specifically, unifying an approach for all models considered in this article, the authors propose an estimator, which is the eigenvector of a matrix (defined in terms of a preliminary estimator of the reduced form parameters) corresponding to its smallest eigenvalue. Under suitable conditions, the proposed estimator is shown to be root-n-consistent and asymptotically normal. 相似文献
12.
13.
15.
16.
17.
18.
20.