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