臺灣博碩士論文加值系統

本文旨在討論穩定型密度函數之核估計。令 f 表 n 個獨立隨機變數之共同分布,若 f 為一個指標α的穩定型密度函數，則我們考慮三種 f ( x ) 之核估計，並導出一些極限定理比較之。

In this article we study kernel estimations of stable probability density functions. Let f be the common probability density function of
n i.i.d. random variables. If f is stable with exponent α .Consider three kernel estimators of f(x).And we will compare the three kernel estimators based on their limiting theorems.

論文摘要
簡介
第一種核估計
第二種核估計
第三種核估計
結論
參考文獻

[1] P.J.Bwckwell and R.A.Davis(1987). Time Series:Theory and Methods. Springer-Verlag.[2] W.Feller(1996). An Introduction to Probability Theory and its Applications.Vol2. Wiley.[3] P.Hall and C.C.Heyde(1980). Martingale Limit Theory and Its Application. Academic Press.[4] A.Pagan and A.Ullah(1999). Nonparametric Econometrics. Cambridge University Press.