摘要
采用Linton&Nielsen(1995 )提出的直接估计法 ,给出了可加模型分量的最近邻估计 ,并在应变量的一定的矩条件下 。
The nearest neighbor estimators of additive components are obtained by means of direct estimation introduced by Linton and Nielsen (1995). Under moment conditions imposed on the dependent variables, the strong consistency and the uniformly strong consistency of these estimators are established.
基金
国家自然科学基金!资助项目 (196 310 40
199710 85 )
国家教委博士点基金资助课题
中国科学院特支费资助课题
关键词
可加模型
最近邻估计
强相合性
一致强相合性
additive models
nearest neighbor estimates
strong consistency
uniformly strong consistency
