Nonparametric estimation of regression models with unknown error distributions

具有未知误差分布的回归模型的非参数估计

• 批准号: DP1095838
• 负责人: Prof Xibin Zhang
• 金额: $ 13.58万
• 依托单位: Monash University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2010
• 资助国家: 澳大利亚
• 起止时间: 2010-01-01 至 2013-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP1095838
• 关键词: Nonparametric; estimation; regression; models; unknown

In discipline areas ranging from bioinformatics to economics and commerce, researchers make important decisions based on regression models, where the error density is often unknown. This project will result in a new sampling procedure that aims to choose bandwidth parameters for estimating the regression function and error density in nonparametric regression models. Our approach is of practical importance and can be used to investigate relationships between variables that are observable in our economy and community. The nation will benefit from the output of this project by having its own experts in the area of proposed research, raising Australia's academic profile in econometrics and statistics.

在从生物信息学到经济学和商业等学科领域，研究人员根据回归模型做出重要决策，其中错误密度通常是未知的。该项目将产生一种新的采样程序，旨在选择带宽参数来估计非参数回归模型中的回归函数和误差密度。我们的方法是具有实际意义的，可以用来调查变量之间的关系，在我们的经济和社会观察。国家将受益于该项目的产出，在拟议的研究领域拥有自己的专家，提高澳大利亚在计量经济学和统计学方面的学术地位。