ρ混合过程下变窗宽局部M-估计的强相合性

Strong Consistency of Local M-estimator with Variable Bandwidth underρMixing Processes

考虑到在实际应用中,运用变窗宽局部M-估计进行非参数估计时,所收集到的数据有时并非独立样本,而可能是一些混合样本.因此,本文就观测数据为ρ混合过程的条件下,讨论了变窗宽局部M-估计的强相合性,并给出两个具有较弱假设条件的定理.

When we are using the local M-estimator with variable bandwidth to estimate, the collected data are not independent samples sometimes, but may be some mixing samples. Therefore, this paper discusses the strong consistency of M-estimator with variable bandwidth when the observational data are ρ-mixing processes, and gives two theorems with some weaker assumptions.