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NA样本下固定设计回归估计的渐进正态性
Asymptotic Normality of Fixed Design Regression Under Strictly Stationary NA Sampels
【摘要】 对于固定设计回归模型 ,本文在NA样本、强平稳及较弱的条件下建立了回归权函数估计的渐近正态性 ,应用这一结果具体地讨论了Gasser Muller估计和Priestley Chao估计 ,得到相应的结论
【Abstract】 Considering the fixed regression model and supposing that the error randon variables are coming from strictly stationary NA sampel, We establish the asymptotic nomality of the weighted function estimate of the fixed design regression under weak condition. using this result, we further disscuss the Gasser-Muller estimate, Priestley-Chao estimate and obtain the corresponding results.
【关键词】 NA序列;
固定设计;
回归模型;
权函数估计;
渐近正态性;
【Key words】 NA(negatively associated) sequences; fixed design; regression weighted function estimate; asymptotic normality;
【Key words】 NA(negatively associated) sequences; fixed design; regression weighted function estimate; asymptotic normality;
【基金】 国家自然科学基金项目 (1 0 1 6 1 0 0 4 ) ;广西十百千人才工程专项基金项目
- 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,2004年01期
- 【分类号】O241
- 【被引频次】1
- 【下载频次】91