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

页码：1056 / 1068

页数：13

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