ρ混合序列下非参回归函数加权核估计的强收敛速度  

Strong Consistency Rate of Weighted Kernel Estimators of Nonparametric Regression Functions Under ρ Mixing Sequence

作　　者：罗中德[1] 

机构地区：[1]百色学院数学与计算机信息工程系,广西百色533000

出　　处：《西南大学学报（自然科学版）》2013年第9期98-104,共7页Journal of Southwest University(Natural Science Edition)

基　　金：广西教育厅科研立项项目(201106LX622;201204LX423);百色学院校级教改项目(2014JG24)

摘　　要：在误差项为ρ混合序列的条件下,讨论了非参回归函数加权核估计的强相合性,并给出其收敛速度.所得定理表明,当样本矩r充分大时,强相合的收敛速度约等于n-1/2.Under the condition of the error term being a ρ mixing sequence, the strong consistency of weighted kernel estimators of nonparametric regression functions is discussed, and the convergence rate is given. The theorem provided in the paper shows that the convergence rate of strong consistency approxi-mately equals to when the sample moment r is large enough.

关 键 词：ρ混合 非参回归函数 加权核估计 强收敛速度 

分 类 号：O212.7[理学—概率论与数理统计]