NA样本回归函数估计的强相合性

广西师范大学学报（自然科学版） ›› 2010, Vol. 28 ›› Issue (3): 15-19.

NA样本回归函数估计的强相合性

黎玉芳, 张军舰

广西师范大学数学科学学院,广西桂林541004

收稿日期:2010-05-26 出版日期:2010-09-20 发布日期:2023-02-06
通讯作者: 张军舰(1973—),男,河南内乡人,广西师范大学副教授,博士。E-mail:jjzhang@mailbox.gxnu.edu.cn
基金资助:
国家自然科学基金资助项目(10661003);广西自然科学基金资助项目(0832102);广西师范大学骨干教师科研项目(2008)

Strong Consistency of the Regression Weighted Function Estimator for Negatively Associated Samples

LI Yu-fang, ZHANG Jun-jian

College of Mathematical Science,Guangxi Normal University,Guilin Guangxi 541004,China

Received:2010-05-26 Online:2010-09-20 Published:2023-02-06

摘要/Abstract

摘要： 在非参数回归模型Y_i=g(x_i)+ε_i,1≤i≤n中,研究了当｛ε_i,1≤i≤n｝为一致可积的平稳NA相依序列时,未知函数g(x)的权函数估计g_n(x)=∑ni=1w_ni(x)Y_i的强相合性。

关键词: NA相依, 权函数估计, 强相合性, 一致可积

Abstract: In the nonparametric regression model Y_i=g(x_i)+ε_i,1≤i≤n,the strong consistency of the nonparametric regressionweighted function estimator g_n(x)=∑ni=1w_ni(x)Y_i is studied,where ｛ε_i,1≤i≤n｝ are uniformly integrabilited and negatively associated samples.

Key words: negatively associated, weighted function estimator, strong consistency, uniform integrability

中图分类号:

O211.4

黎玉芳, 张军舰. NA样本回归函数估计的强相合性[J]. 广西师范大学学报（自然科学版）, 2010, 28(3): 15-19.

LI Yu-fang, ZHANG Jun-jian. Strong Consistency of the Regression Weighted Function Estimator for Negatively Associated Samples[J]. Journal of Guangxi Normal University(Natural Science Edition), 2010, 28(3): 15-19.

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