\rho混合样本下非参数核回归估计的强相合性
Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples
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摘要: 本文在\wt\rho混合样本下讨论Gasser和M\"uller提出的一类非参数核回归估计的强相合性.在较弱的条件下, 证明了该估计的强相合性与一致强相合性.Abstract: For \rho-mixing samples, we discuss thestrong consistency of the nonparametric kernel regression estimator proposed by Gasser and Muller. Under more weaker conditions, its strong consistency and uniformly strong consistency are proved.
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