PA误差下回归函数小波估计的渐近性质（英文）  

ASYMPTOTIC PROPERTIES FOR WAVELET ESTIMATOR OF REGRESSION FUNCTION BASED ON PA ERRORS

作　　者：丁立旺[1] 李永明[2] 冯烽[1] 

机构地区：[1]广西财经学院信息与统计学院,广西南宁530003 [2]上饶师范学院数学与计算机科学系,江西上饶334001

出　　处：《数学杂志》2016年第3期533-542,共10页Journal of Mathematics

基　　金：Supported by the National Natural Science Foundation of China(11461057);the Natural Science Foundation of Guangxi(2014GXNSFBA118011);the Science Foundation of Guangxi Education Department(ZD2014120)

摘　　要：本文研究了回归函数小波估计的渐进性质的问题.利用概率不等式方法,获得了函数g(·)的小波估计量的r-阶矩相合,依概率收敛和强收敛以及渐进正态性的结果,所获的结果推广了其他混合相依下的相应结果.In this article,we study the asymptotic properties for wavelet estimator of regression function.By using the method of the probability inequalities,we obtain the r-moment convergence,consistency and asymptotic normality for the wavelet estimator of g（·）,which generalize the corresponding results for mixing dependent random sequences.

关 键 词：小波估计 正相协 相合性 渐近正态性 

分 类 号：O211.4[理学—概率论与数理统计]