随机设计核回归估计的矩相合性
Moment Consistency of Kernel Regression Estimation for Random Design
DOI: 10.12677/PM.2014.46032, PDF,    国家自然科学基金支持
作者: 杨 昕：桂林航天工业学院数理部，桂林
关键词: 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
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。
Abstract: 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. 随机设计核回归估计的矩相合性[J]. 理论数学, 2014, 4(6): 223-228. https://dx.doi.org/10.12677/PM.2014.46032

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