| 引用本文： |
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丁立旺,李永明.正相协误差半参数回归模型小波估计的强相合性[J].广西科学,2013,20(1):22-26. [点击复制]
- DING Li-wang,LI Yong-ming.Strong Consistency of Wavelet Estimator for Semiparametric Regression Model under Positive Association Errors[J].Guangxi Sciences,2013,20(1):22-26. [点击复制]
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| 摘要: |
| 研究半参数回归模型yi=xiβ+g(ti)+ei(1 ≤ i ≤ n),{ei,1 ≤ i ≤ n}为正相协序列的未知参数β和未知函数g(t)小波估计的强相合性,得到它们的强收敛速度. |
| 关键词: 小波估计 半参数回归模型 强相合性 收敛速度 |
| DOI： |
| 投稿时间：2012-11-29 |
| 基金项目:国家自然科学基金项目(11061029)资助。 |
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| Strong Consistency of Wavelet Estimator for Semiparametric Regression Model under Positive Association Errors |
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DING Li-wang1, LI Yong-ming2
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| (1.Collge of Mathematical Science, Guangxi Teachers University, Nanning, Guangxi, 530023, China;2.Collge of Mathematics and Computer, Shangrao Normal University, Shangrao, Jiangxi, 334001, China) |
| Abstract: |
| For semiparametic regression model yi=xiβ+g(ti)+ei(1 ≤ i ≤ n), where error {ei, 1 ≤ i ≤ n} is positive association sequences, we study the strong consistency and convergence rate of the wavelet estimator for β and g(t) under suitable conditions. |
| Key words: wavelet estimators semiparametic regression model strong consistency convergence rate |
