回归函数改良核估计的相合性  

CONSISTENCY OF AN IMPROVED KERNEL REGRESSION ESTIMATE

作　　者：胡舒合[1] 

机构地区：[1]安徽大学数学系,合肥230039

出　　处：《系统科学与数学》1993年第2期141-151,共11页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金

摘　　要：一、引言及若干引理设(X_1,Y_1),…,(X_n,Y_n)为(X,Y)的前 n 个样本,(X,Y)为 R^d×R 上的随机向量,μ为 X 的概率分布,回归函数 m(x)=E(Y|X=x)Based on independent or (?)-mixing,α-mixing samples,the strong,weak and complete con-sistency,the integrated mean consistency for the kernel regression estimate and the improved ker-nel estimate are obtained.The class of applicable kernels includes those having unboundedsupport,and even not integrable,which extends and improves the results that are establishedby Cheng Ping,Watson,Nadarage and Devroye.

关 键 词：回归函数 改良核估计 核估计 相容性 

分 类 号：O212.1[理学—概率论与数理统计]