| 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. |
| 关键词: 小波估计 正相协 相合性 渐近正态性 |
| DOI： |
| 分类号:O211.4 |
| 基金项目: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) |
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| ASYMPTOTIC PROPERTIES FOR WAVELET ESTIMATOR OF REGRESSION FUNCTION BASED ON PA ERRORS |
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DING Li-wang1, LI Yong-ming2, FENG Feng1
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1.School of Inform. and Stati., Guangxi University of Finance and Economics, Nanning 530003, China;2.School of Math. and Comput. Sci., Shangrao Normal College, Shangrao 334001, China
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| Abstract: |
| 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. |
| Key words: wavelet estimator positively associated consistency asymptotic normality |
