谁知到stochastic kernel estimation?

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请问它的估计原理是什么，网上都搜不到，能否推荐相关的学习资料,非常感谢啊！

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关键词：Estimation Stochastic Stochast kernel ATION Stochastic Estimation kernel

我也不懂，建议看一看非参数计量经济学。

谢谢！我也了解到这是非参数估计的方法，涉及概率分布，但具体的我在非参数估计中也没看到介绍这种方法的，比较困惑！

Stochastic kernel

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A stochastic kernel is the transition function of a (usually discrete-time) stochastic process. Often, it is assumed to be iid, thus a probability density function.

Formally a density can be

where y_i is the observed series, y is its mean, λ is the bandwith, and K is the kernel function.

[edit]

Examples

• The uniform kernel is K = 1 / 2 for − 1 < t < 1.
• The triangular kernel is K = 1 − | t | for − 1 < t < 1.
• The quartic kernel is K = 15 / 26(1 − t²)² for − 1 < t < 1.
• The Epanechnikov kernel is K = 3 / 4(1 − t²) for − 1 < t < 1.

Nonparametric Econometrics

by Adrian Pagan and Aman Ullah

there are many other books about this topic.

http://ideas.repec.org/a/cup/etheor/v11y1995i3p560-96.html

http://www.uc.edu/sashtml/insight/chap39/sect44.htm

中文的有叶阿忠的一本还可以。叶阿忠：《非参数计量经济学》，南开大学出版社。

谢谢各位大侠了，我现在就去看看，有什么问题的话再请教各位了！

THANKS!