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Devroye, L.P. and Wagner, T.J. (1980) Distribution-free consistency results in nonparametric discrimination and regression function estimation. The Annals of Statistics, 8, 231-239.

被以下文章引用:

• 标题: 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

  关键字: 随机设计, ρ 混合样本, 核回归估计, 矩相合性Random Design, ρ Mixing Sample, Kernel Regression Estimator, Moment Consistency

  期刊名称: 《Pure Mathematics》, Vol.4 No.6, 2014-11-07

  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.