相依数据下一般函数核估计的强一致收敛速度

Strong Uniform Convergence Rate of Nonparametric Kernel Estimate of a General Function under Dependent Data

摘要: 在很多统计回归模型中,都涉及到对未知均值函数或者对某已知函数的未知条件数学期望的估计.本文针对这一问题,给出在数据是α-混合相依时一般函数的条件数学期望的核估计,并讨论它的强一致收敛速度.

Abstract: In many statistical models, the estimate of unknown mean function or of unknown condition mean of function is often considered. In the paper, we give a solution for this problem and the strong uniform convergence rate of nonparametric kernel estimate of unknown condition mean of a general function under α-mixing dependent data.