請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/28133完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 鄭明燕 | |
| dc.contributor.author | Yu-Teng Shen | en |
| dc.contributor.author | 沈愈騰 | zh_TW |
| dc.date.accessioned | 2021-06-13T00:01:29Z | - |
| dc.date.available | 2009-08-02 | |
| dc.date.copyright | 2007-08-02 | |
| dc.date.issued | 2007 | |
| dc.date.submitted | 2007-07-30 | |
| dc.identifier.citation | [1]
Efromovich,S. (2005). Univariate nonparametric regression in the presence of auxiliary covariates. Journal of the American Statistical Association,100,1185-1201. [2] Efromovich,S., and Pinsker, M.(1996), 'Sharp-Optimal and Adaptive Estimation for Heteroscedastic Nonparametric Regression, 'Statistica Sinica, 6,925-945. [3] Butzer, P. L., and Nessel, R. J. (1971), Fourier Analysis and Approximation, Stuttgart: Burkhauser-Verlag. [4] Efromovich,S. (1999). Nonparametric Curve Estimation: Methods, Theory and Applications, New York: Springer-Verlag. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/28133 | - |
| dc.description.abstract | The article Efromovich (2005) addresses the problem of finding a relationship between the univariate predictor and the response when regression errors, created in part by known auxiliary covariates, are too large for a reliable regression estimation. The proposed solution of Efromovich (2005) is to estimate the noise component
h(x,z) and substract it from the response and the obtained denoise scattergram yields the optimal estimation of the regression function. Besides, Efromovich (2005) develops a theory of asymptotically optimal nonparametric univariate regression estimation in the presence of auxiliary covariates. This article discusses the problem under single index model. The problem is to estimate the main effect of a covariate in single-index models. I estimate h(x,z) and substract it from the response and prove the obtained denoise scattergram yields an asymptotic sharp minimax estimate。 | en |
| dc.description.provenance | Made available in DSpace on 2021-06-13T00:01:29Z (GMT). No. of bitstreams: 1 ntu-96-R94221038-1.pdf: 597897 bytes, checksum: 34cda794cf9cf83009d0479d99e02ae6 (MD5) Previous issue date: 2007 | en |
| dc.description.tableofcontents | 目錄:
中文摘要 i 英文摘要 ii 謝辭 iii 1. 導論 1 2 .Case I 的討論 4 3.估計 5 3.1 如何估計ai? 5 3.2 如何估計 E[cos(iπZ/2)] 和 E[sin(iπZ/2)]? 6 3.3 如何估計 h(x,z)? 6 4. Case II 的討論 8 5. 模擬結果 10 參考文獻 29 | |
| dc.language.iso | zh-TW | |
| dc.subject | 降噪散點圖 | zh_TW |
| dc.subject | 輔助變數 | zh_TW |
| dc.subject | 無母數迴歸 | zh_TW |
| dc.subject | 概略尖銳極小化最大值估計。 | zh_TW |
| dc.subject | 單指標模型 | zh_TW |
| dc.title | 估計單指標模型中單一解釋變數的主效應 | zh_TW |
| dc.title | Estimating the main effect of a covariate in single-index models | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 95-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 丘政民,張淑惠,戴政,陳秀熙 | |
| dc.subject.keyword | 降噪散點圖,無母數迴歸,輔助變數,單指標模型,概略尖銳極小化最大值估計。, | zh_TW |
| dc.subject.keyword | Denoised scattergram,Nonparametric regression,Auxiliary covariates,Single index model,Asymptotic sharp minimax estimate., | en |
| dc.relation.page | 30 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2007-07-31 | |
| dc.contributor.author-college | 理學院 | zh_TW |
| dc.contributor.author-dept | 數學研究所 | zh_TW |
| 顯示於系所單位： | 數學系 | |
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