理论数学

Vol.4 No.6 (November 2014)

随机设计核回归估计的矩相合性
Moment Consistency of Kernel Regression Estimation for Random Design

 

作者:

杨 昕 :桂林航天工业学院数理部,桂林

 

关键词:

随机设计&rho&condition=Keywords">&rho 混合样本核回归估计矩相合性Random Design&rho&condition=Keywords"> &rho Mixing Sample Kernel Regression Estimator Moment Consistency

 

摘要:

对随机设计非参数回归模型,在ρ混合样本下研究Nadaraya-Watson型核回归估计,证明了这种核回归估计的逐点矩相合性和全局矩相合性,所获结果推广了Devroye (1981)的结论。

For the nonparametric regression model with random design, we discuss the Nadaraya-Watson type kernel regression estimator for ρ mixing samples, and prove the point moment consistency and the global moment consistency of the kernel regression estimator. The obtained results generalize the Devroye’s (1981) conclusions.

文章引用:

杨 昕 (2014) 随机设计核回归估计的矩相合性。 理论数学, 4, 223-228. doi: 10.12677/PM.2014.46032

 

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