AANA序列的半参数模型的强相合性  

The strong consistency of semiparametric model with AANA errors

作　　者：张鸽[1] 胡宏昌[1] 张宇[1] 

机构地区：[1]湖北师范学院数学与统计学院,湖北黄石435000

出　　处：《纯粹数学与应用数学》2015年第3期296-306,共11页Pure and Applied Mathematics

基　　金：国家自然科学基金(11471105;11471223)

摘　　要：讨论渐近几乎负相依序列的半参数模型,利用最小二乘法和非参数加权的估计方法,得到参数、非参数和误差方差的估计,并在合适的条件下得到这些估计量的强相合性,推广了负相依序列的半参数模型的相应结论.We consider the semiparametric model with almost asymptotically negatively dependent errors. Using the least squares estimate and the weight function method, we obtMn estimators of parameter, nonparameter and error variance, and discuss their strong consistency under some suitable conditions. We generalize the corresponding conclusion about semiparametric regression models with negatively associated random errors

关 键 词：半参数模型 渐近几乎负相依 强相合性 

分 类 号：O212.2[理学—概率论与数理统计]