混合误差下半变系数模型估计的相合性 |
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引用本文: | 吴明华. 混合误差下半变系数模型估计的相合性[J]. 佳木斯工学院学报, 2008, 0(6): 835-837 |
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作者姓名: | 吴明华 |
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作者单位: | 合肥工业大学数学系,安徽合肥230009 |
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摘 要: | 讨论了误差序列{iε,1≤i≤n}是α-混合条件下的变系数模型.利用局部多项式方法给出变系数模型系数函数的估计,并在此基础上讨论了系数函数估计的相合性问题,最终证明了该模型系数函数估计是弱相和合的.
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关 键 词: | 半变系数模型 α混合 局部多项估计 弱相合 |
Estimation Consistency of Semi - varying- coefficient Models under Mix- error Condition |
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Affiliation: | WU Ming - hua(Matbematics Department, Hefei University of Technology, Hefei 230009, China) |
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Abstract: | In this article, semi - varying- coefficient models whose error sequence is mixing are discussed. Giving the estimation of coefficient functions of semi - varying - coefficient models by Local Polyomial method. The estimation consistency of the coefficient functions is studied. It is proved that the estimation of the coefficient functions of this model are weak consistency. |
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Keywords: | semi - varying- coefficient models mixing local linear method weak consistency |
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