ø-混合样本下分布函数在有限点的联合渐近分布

广西师范大学学报（自然科学版） ›› 2014, Vol. 32 ›› Issue (2): 67-74.

ø-混合样本下分布函数在有限点的联合渐近分布

卢维学, 杨世娟, 李英华

广西师范大学数学与统计学院,广西桂林541004

收稿日期:2013-12-21 出版日期:2014-06-25 发布日期:2018-09-25
通讯作者: 李英华(1984—),女,广西贵港人,广西师范大学讲师。E-mail: liyinghua2006@qq.com
基金资助:
国家自然科学基金资助项目(11201088);广西自然科学基金资助项目(2013GXNSFAA019004, 2013GXNSFAA019007, 2013GXNSFBA019001);广西教育厅科研项目;广西师范大学青年基金资助项目;广西师范大学青年骨干教师成长支持计划项目

The Joint Asymptotic Distribution of Distribution Function in a Finite Number of Points under ø-Mixing Samples

LU Wei-xue YANG Shi-juan LI Ying-hua

College of Mathematics and Statistics, Guangxi Normal University, Guilin Guangxi 541004, China

Received:2013-12-21 Online:2014-06-25 Published:2018-09-25

摘要/Abstract

摘要： 本文在$\phi$-混合样本情形,通过大小分块方法和利用矩不等式首次构造并证明$\phi$-混合样本下分布函数在有限个点处的核估计的联合渐近分布,得到联合渐近分布服从多元正态分布。

关键词: 分布函数, 核估计, $\phi$-混合样本

Abstract: Under $\phi$-mixing samples, the joint asymptotic distribution of kernel estimator of distribution function in a finite number of points under $\phi$-mixing samples was first researched and proved by the blocking method and moment inequalities. It is shown that the joint asymptotic distribution of kernel estimator of distribution function in a finite number of points under $\phi$-mixing samples is asymptotically multivariate normal distributed.

Key words: distribution function, kernel estimator, $\phi$-mixing samples

中图分类号:

O212.7

卢维学, 杨世娟, 李英华. ø-混合样本下分布函数在有限点的联合渐近分布[J]. 广西师范大学学报（自然科学版）, 2014, 32(2): 67-74.

LU Wei-xue YANG Shi-juan LI Ying-hua. The Joint Asymptotic Distribution of Distribution Function in a Finite Number of Points under ø-Mixing Samples[J]. Journal of Guangxi Normal University(Natural Science Edition), 2014, 32(2): 67-74.

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