Strong consistency of regression function estimator with martingale difference errors

被引：2
|
作者：
Chen, Yingxia [1 ]
机构：
[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
来源：
OPEN MATHEMATICS | 2021年 / 19卷 / 01期
关键词：
regression function; martingale difference; consistency; NONPARAMETRIC REGRESSION;
D O I：
10.1515/math-2021-0090
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we consider the regression model with fixed design: Y-i =g(x(i)) + epsilon(i), 1 <= i <= n, where {x(i)} are the nonrandom design points, and {epsilon(i)} is a sequence of martingale, and g is an unknown function. Nonparametric estimator g(n)(x) of g(x) will be introduced and its strong convergence properties are estab- lished.
引用
收藏
页码：1056 / 1068
页数：13
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