混合误差下半变系数模型估计的相合性  

Estimation Consistency of Semi-varying-coefficient Models under Mix-error Condition

作　　者：吴明华[1] 

机构地区：[1]合肥工业大学数学系,安徽合肥230009

出　　处：《佳木斯大学学报（自然科学版）》2008年第6期835-837,共3页Journal of Jiamusi University：Natural Science Edition

摘　　要：讨论了误差序列{iε,1≤i≤n}是α-混合条件下的变系数模型.利用局部多项式方法给出变系数模型系数函数的估计,并在此基础上讨论了系数函数估计的相合性问题,最终证明了该模型系数函数估计是弱相和合的.In this article, semi - varying- coefficient models whose error sequence is mixing are discussed. Giving the estimation of coefficient functions of semi - varying - coefficient models by Local Polyomial method. The estimation consistency of the coefficient functions is studied. It is proved that the estimation of the coefficient functions of this model are weak consistency.

关 键 词：半变系数模型 α混合 局部多项估计 弱相合 

分 类 号：O212[理学—概率论与数理统计]