| 摘要: |
| 针对非参数回归模型Yi=g(xi)+εi,1 ≤ i ≤ n,在{εi,1 ≤ i ≤ n}为一致可积的平稳PA相依序列条件下,得到未知函数g(x)的权函数估计gn(x)=∑i=1n wni(x)Yi的强相合性. |
| 关键词: 权函数估计 强相合性 PA相依 一致可积 |
| DOI： |
| 投稿时间：2010-10-11 |
| 基金项目:国家自然科学基金资助项目(10661003);广西自然科学基金项目(0832102);广西师范大学骨干教师科研项目(2008)资助 |
|
| Strong Consistency of the Regression Weighted Function Estimator for Positively Associated Samples |
|
LI Yu-fang
|
| (College of Mathematics, Guangxi Normal University, Guilin, Guangxi, 541004, China) |
| Abstract: |
| In the nonparametric regression model Yi=g (xi)+εi, 1 ≤ i ≤ n, we study the strong consistency of the nonparametric regression weighted function estimator gn (x)=∑i=1n wni (x)Yi, where {εi, 1 ≤ i ≤ n} is uniform integrabilited and positively associated samples. |
| Key words: weighted function estimator strong consistency positive association uniform integrability |
