摘要
本文研究了误差项是鞅差序列,且满足某种指数矩条件的非参数回归函数的估计.利用鞅的某种指数不等式,得到了其加权核估计的强相合以及在有限闭区间内一致强相合的性质,并在某种意义上推广了[5]的结果.
In this paper, we discuss the estimate of regression function in nonparametrie regression model based on exponential integral martingale difference. By the exponential of martingale, the strong consistency and uniform strong consistency in finite closed interval are be obtained, which improve the results in [5]
出处
《数学杂志》
CSCD
北大核心
2007年第3期279-284,共6页
Journal of Mathematics
关键词
鞅差
回归函数
核估计
强相合
martingale difference
regression function
kernel estimate
strong consistency
