密度核估計(jì)中核函數(shù)的迭代算法及對(duì)最優(yōu)窗寬的研究.pdf

1、燕山大學(xué)碩士學(xué)位論文密度核估計(jì)中核函數(shù)的迭代算法及對(duì)最優(yōu)窗寬的研究姓名：王金然申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：運(yùn)籌學(xué)與控制論指導(dǎo)教師：宋向東20051001燕山人學(xué)理學(xué)碩士學(xué)位論文Abstract’I’hedensitykernelestimation1Samel：hodofnon‘parameterstatisticsusedinthedistributionfunctioninsolvingstatisticalproblemswhichh

2、asimportantvalueofapplicationineconomicandfinancialfieldsAsfarasthiscontenttosaytheemphasisistostudyitsalgorithmofdensitykernelestimationSOthattheresultismoreaccurateThispaperwemaindiscussthefollowingthreecontentsFirst，w

3、ebeginwiththebasicknowledgeofdensitykernelestimationIncludingthebackgroundandthedefinitionofkernelestimationAccordingtotheintroductionofkernelfunctionandwindowwidth，GivingthegeneralsituationofkernelestimationAfterthat，we

4、studythebasicpropertieswithlargesamplesIntheseproperties，wehighlighttheestimationforthemodeofmultivariatedensityUsingthemethodofprobabilityandmeasurementprovethattheexistenceandtheexclusiveofthemodeShowingsometheoriesand

5、itsproofsSecond，itisabouttheproblemofhowtOchoosetheoptimalkernelfunction，InthesechapterBasedonthefourcommonkernelfunctions(parzen、cosinus、gaussandtrianglekernel)andfixedsampleswetrytosimulatethecomputationalprocesswhendi

6、fferentparameteranddifferentwindow—widthinusingMatlabthroughgraphicsandtables，AnalysisingtheinassdatagettheoptimalvalueofwindowwidthcorrespondingeverykernelfunctionAtlastanercomparingtheMSEandthegraphicsunderindividualwi

7、ndowwidthobtainingtheconclusionofoptimalkernelfunctionisthecosinuskernelThefollowingcontentsisthekeypointinallthepaperAtthebeginwebringaboutanewmethodoftheiterationalgorithm，Thischaptercoveringtheiterationalgorithmandsta

8、tisticalsimulateprocessofdensitykernelestimate，ComparingtheMSEstronglybeforeandafteriteration，thewholecomparingprocessanda11thedatashoWthattheideaofiterationisfeasible，F(xiàn)urthermore，Weobtainthetheorythattheiterationvalueis