条件累积分布函数的有效带及其应用
Certainty bands for the conditional cumulative distribution function and applications
摘要:
本文建立了条件累积分布函数的一致渐近确定性带。为此,我们给出了该函数的局部线性估计的强一致相合的精确速度。这个结果的推论是分位数和回归函数的渐近确定性带。我们用模拟和胎儿病理学数据的应用说明了我们的结果。
英文摘要:
In this paper, we establish uniform asymptotic certainty bands for the conditional cumulative distribution function. To this aim, we give exact rate of strong uniform consistency for the local linear estimator of this function. The corollaries of this result are the asymptotic certainty bands for the quantiles and the regression function. We illustrate our results with simulations and an application on fetopathologic data.
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