混合过程下变窗宽局部M-估计的强相合性

Strong Consistency of Local M-estimator with Variable Bandwidth under Mixing Processes

摘要: 考虑到在实际应用中, 运用变窗宽局部M-估计进行非参数估计时, 所收集到的数据有时并非独立样本, 而可能是一些混合样本. 因此, 本文就观测数据为混合过程的条件下, 讨论了变窗宽局部M-估计的强相合性, 并给出两个具有较弱假设条件的定理.

Abstract: When we are using the local M-estimator with variable bandwidth to estimate, the collected data are not independent samples sometimes, but may be some mixing samples. Therefore, this paper discusses the strong consistency of M-estimator with variable bandwidth when the observational data are -mixing processes, and gives two theorems with some weaker assumptions.