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.