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PA序列下非参数回归函数估计的相合性 被引量:1

Consistency of Estimators of Nonparametric Regression Functions for PA Sequences
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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.
作者 叶利瑛
机构地区 集美大学理学院
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
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