杨秀桃, 杨昕, 刘莲花, 杨善朝. \rho混合样本下非参数核回归估计的强相合性[J]. 应用概率统计, 2020, 36(2): 138-150. DOI: 10.3969/j.issn.1001-4268.2020.02.003
引用本文: 杨秀桃, 杨昕, 刘莲花, 杨善朝. \rho混合样本下非参数核回归估计的强相合性[J]. 应用概率统计, 2020, 36(2): 138-150. DOI: 10.3969/j.issn.1001-4268.2020.02.003
YANG Xiutao, YANG Xin, LIU Lianhu, YANG Shanchao. Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 138-150. DOI: 10.3969/j.issn.1001-4268.2020.02.003
Citation: YANG Xiutao, YANG Xin, LIU Lianhu, YANG Shanchao. Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 138-150. DOI: 10.3969/j.issn.1001-4268.2020.02.003

\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

  • 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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