摘要
设{εi,i≥1}为PA序列,Eεi=0,supE(ε^2j)〈∞,对某个r〉2及占〉δ,supE|εj|^r+δ〈∞,u(n)=O(n^(r-2)(r+δ)/2δ,在PA序列误差下,讨论了非参数回归函数加权核估计的相合性.
Let {εi,i≥1} be PA sequences, Eεi=0,supE(ε^2j)〈∞ assnme that supE|εj|^r+δ〈∞,and u(n)=O(n^(r-2)(r+δ)/2δ for some r〉2 and δ〉0, under the error of PA sequences,the consistency of weighted kernel estimators of nonparametrie regression functions was discussed.
出处
《北华大学学报(自然科学版)》
CAS
2009年第2期109-111,共3页
Journal of Beihua University(Natural Science)
基金
福建省自然科学基金项目(2008J0199)
关键词
PA序列误差
非参数回归函数
加权核估计
矩相合
强相合
PA sequences error
Nonparametric regression functions
Weighted kernel estimators
Moment consistency
Strong consistency