This paper considers the problem of estimation for nonlinear models by the modal regression method with the tuning parameter as a constant.Under suitable conditions,it shows that the conver-gence rate of the estimator is still root-n,which has improved the result of the modal regression estimator with the tuning parameter as a variable.In addition,several simulation studies are conducted to illustrate the robustness of the estimator.
关键词
众数回归方法/非线性模型/√n收敛速度/调整参数
Key words
modal regression method/nonlinear model/convergence rate of root-n/tuning parameter
维普
万方数据