摘要
对p-混合、(?)-混合序列给出两个矩不等式,它们在加权和序列研究中比邵启满在[6]、[7]中给出的矩不等式更实用.作为应用,这里讨论非参数递归密度核估计的强收敛速度和非参数回归函数加权核估计的强相合性,获得较好结论.
This paper gives two moment inequalities for σ-mixing and (ψ-mixing sequences. In the study of weighted sums, they are more useful than ones abtained by Shao Qiman in [6] and [7]. Here they are applied to discuss the rate of strong convergence for the nonparametric recursive kernel estimators and the strong consistency for the nonparametric weighted kernel estimators of regression function. The obtained results are much better.
出处
《数学学报(中文版)》
SCIE
CSCD
北大核心
1997年第2期271-279,共9页
Acta Mathematica Sinica:Chinese Series
基金
广西教委科研基金
关键词
混合序列
矩不等式
强收敛性
非参数估计
Mixing sequence, Moment inequality, Recursive kernel estimator, Kernel estimator of regression function, Strong convergence