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.
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.