平稳遍历函数型非参数递归M估计的收敛速度

Convergence rate of nonparametric recursive M-estimation for functional stationary ergodic data

文章基于平稳遍历函数型数据,构造非参数回归算子的递归M估计,在一定条件下建立了递归估计量的几乎完全一致收敛速度,推广了现有文献中的相关结果。

In this paper, recursive method is adopted to study recursive M -estimation of functional nonparametric regression model for functional stationary ergodic data. Under some conditions, the uniform almost complete convergence rate of regression operator estimation is established. The results generalize the relevant results in the existing literature.