带混合噪声回归模型小波估计器的相合性

Consistency of wavelet estimator for regression model with mixed noise

针对带混合噪声回归估计问题,利用小波方法构造线性小波估计器,并在不假定待估回归函数具备任何光滑性的前提下,证明小波估计器的L^(p)(1≤p<∞)相合性。

For the problem of regression estimations with mixed noise,a linear wavelet estimator is constructed by wavelet method.The L^(p)(1≤p<∞)consistency of wavelet estimator is proved without any smooth conditions of the regression function.