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混合误差下回归权函数估计的强相合性

Strong consistency of the weight function estimator in multiple regression with -mixing errors
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摘要 目的研究混合误差下回归权函数估计的强相合性。方法讨论了-混合序列加权和的强收敛性。结果在适当的条件下,得到了混合误差下回归函数估计的强相合性。结论获得了权函数估计的大样本性质。 Aim To study the strong convergence of weighted function estimator under-mixing errors.Methods Discussing the strong convergence of weighted sums of -mixing random sequences.Results Some sufficient conditions for the strong consistency of the weight function estimator in multiple regression with the fixed design case and -mixing errors was obtained.Conclusion The large sample properties of weighted function estimation was obtained.
出处 《西北大学学报(自然科学版)》 CAS CSCD 北大核心 2010年第5期756-759,共4页 Journal of Northwest University(Natural Science Edition)
基金 国家自然科学基金资助项目(50846021)
关键词 -混合 权函数估计 强相合 -mixing weight function estimator strong consistency
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