| 误差为鞅差序列的回归函数估计的收敛速度 |
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| 引用本文： | 朱春浩. 误差为鞅差序列的回归函数估计的收敛速度[J]. 经济数学, 2007, 24(1): 75-81 |
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| 作者姓名： | 朱春浩 |
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| 作者单位： | 武汉船舶职业技术学院,武汉,430050 |
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| 摘 要： | 当误差为鞅差序列时,研究了固定设计点列情形下非参数回归函数一般权函数的非参数估计,并在一些基本条件下给出了估计的一致最优强收敛速度.
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| 关 键 词： | 鞅差序列 非参数回归 加权核估计 一致最优强收敛速度 |
| 修稿时间： | 2006-06-06 |
CONVERGENCE RATE OF THE ESTIMATE OF THE REGRESSION FUNCTION UNDER ERROR BEING MARTINGALE DIFFERENCE SEQUENCE |
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| Zhu Chunhao. CONVERGENCE RATE OF THE ESTIMATE OF THE REGRESSION FUNCTION UNDER ERROR BEING MARTINGALE DIFFERENCE SEQUENCE[J]. Mathematics in Economics, 2007, 24(1): 75-81 |
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| Authors: | Zhu Chunhao |
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| Abstract: | This paper studies the nonparametric estimates of general weight function of the nonparametric regression function with fixed design points,when the model error is martingale sequence,and the uniformly optimal convergence rate under some conditions is also provided. |
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| Keywords: | Martingale difference sequence nonparametric regression weighted kernal estimate uniformly optimal convergence rate |
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