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强混合序列的矩不等式及其应用(英文) 被引量:5

Moment Bounds for Strong Mixing Sequences and Their Application
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摘要 对强混合随机变量序列建立一些矩不等式,并应用这些不等式研究固定设计回归模型的一般加权函数估计的渐近正态性。 Some moment inequalities for the strong mixing random variable sequence are established, and applied to discuss the asymptotic normality of the general weight function estimate for the fixed design regression model.
作者 杨善朝
出处 《Journal of Mathematical Research and Exposition》 CSCD 2000年第3期349-359,共1页 数学研究与评论(英文版)
基金 Supported by the Natural Science Foundation of Guangxi the College Science Foundation of Guangxi !(9711017)
关键词 强混合随机变量序列 矩不等式 回归模型 估计 strong mixing moment inequality fixed design regression weight esti- mate asymptotic normality.
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参考文献11

  • 1杨善朝.混合序列矩不等式和非参数估计[J].数学学报(中文版),1997,40(2):271-279. 被引量:40
  • 2Peligrad M.On the central limit theorem forρ-mixing sequences of random variables[].The Annals of Probability.1987
  • 3Shao Q M.A moment inequality and its applications[].Acta Mathematics Sinica.1988
  • 4Billingsley,P. Convergence of Probability Measures . 1968
  • 5CLARK R M.Nonparamtric estimation of a smooth regression function[].Journal of the Royal Statistical Society Series B Statistical Methodology.1997
  • 6Fan,Y.Consistent nonparametric multiple regression for dependent heterogeneous pro- cesses:the fixed design case[].Journal of Multivariate Analysis.1990
  • 7GEORGIEV A A.Kernel estimates of functions and their derivatives with applications[].Statistics and Probability Letters.1984
  • 8GEORGIEV A A and GREBLICKI W.Nonparanletric function recovering from noisy obser- vations[].Journal of Statistical Planning and Inference.1986
  • 9GEORGIEV A A.Consistent nonparametric multilpe regression:the fixed design case[].Journal of Multivariate Analysis.1988
  • 10GEORGIEV A A.Speed of convergence in nonarametric kernel estimation of a regression function and its derivatives[].Annals of the Institute of Statistical Mathematics.1984

二级参考文献5

  • 1杨善朝,高校应用数学学报,1995年,10卷,2期,231页
  • 2秦永松,广西师范大学学报,1992年,10卷,2期,24页
  • 3邵启满,数学学报,1989年,32卷,3期,376页
  • 4邵启满,数学学报,1988年,31卷,6期,736页
  • 5秦永松.非参数回归函数估计的一个结果[J].工程数学学报,1989,6(3):120-123. 被引量:29

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