J4 ›› 2013, Vol. 51 ›› Issue (02): 237-240.

• 数学 • 上一篇    下一篇

ND样本加权回归函数估计的强相合速度

曾翔, 吴群英   

  1. 桂林理工大学 理学院, 广西 桂林 541004
  • 收稿日期:2012-07-09 出版日期:2013-03-26 发布日期:2013-03-27
  • 通讯作者: 吴群英 E-mail:wqy666@glut.edu.cn

Rate of Strong Consistency of Regression Weighted FunctionEstimator for Negatively Associated Dependent Samples

ZENG Xiang, WU Qunying   

  1. College of Science, Guilin University of Technology, Guilin 541004, Guangxi Zhuang Autonomous Region, China
  • Received:2012-07-09 Online:2013-03-26 Published:2013-03-27
  • Contact: WU Qunying E-mail:wqy666@glut.edu.cn

摘要:

设{εi,1≤i≤n}为ND随机误差序列, 利用ND序列的Bernstein不等式, 在非参数回归模型Yi=g(xi)+εi(1≤i≤n)下, 研究未知函数g(x)加权核估计gn(x)的强相合速度,
从而将加权回归函数估计的相合性推广到ND样本.

关键词: ND序列; 非参数回归; 加权核估计; 强相合速度

Abstract:

Let {εi,1≤i≤n} be negatively dependent and random error sequence. With the help of the nonparametric regression model Yi=g(xi)+εi(1≤i≤n), we discussed the rate of the strong consistency of the nonparametric regression weighted function estimator gn(x) for negatively dependent samples using Bernstein inequality. The consistency was extended to the case of negatively dependent samples.

Key words: negatively dependent sequence, nonparametric regression, weighted kernel estimator, rate of strong consistency

中图分类号: 

  • O211.4