【摘要】 本文将独立随机变量序列的Bernstein型不等式推广到鞅差序列情形,给出该不等式的一个应用,并在一定条件下证明了非参数回归中函数估计的强相合性.更多还原

【Abstract】 In this paper we generalize Bernstein inequality of t he sequence of independent random variables to the martingale differences, then we give an application of this inequality.Under some assumptions, we prove the s trong consistency of the function estimate of the nonparametric regressions.更多还原