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PA样本回归函数估计的强相合性 被引量:2

Strong Consistency of the Regression Weighted Function Estimator for Positively Associated Samples
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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)=n∑i=1wn(x)Yi的强相合性. 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)=n∑i=1wni(x)Yi,where {εi,1≤i≤n} is uniform integrabilited and positively associated samples.
作者 黎玉芳
出处 《广西科学》 CAS 2011年第2期133-135,共3页 Guangxi Sciences
基金 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
关键词 权函数估计 强相合性 PA相依 一致可积 weighted function estimator strong consistency positive association uniform integrability
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参考文献7

  • 1杨善朝.基于鞅序列非参数回归权函数的估计[J].系统科学与数学,1999,19(1):79-85. 被引量:21
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二级参考文献10

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