[1]曾翔,吴群英.α-混合序列下核密度估计量的r阶平均相合性[J].华侨大学学报(自然科学版),2013,34(4):477-480.[doi:10.11830/ISSN.1000-5013.2013.04.0477]
 ZENG Xiang,WU Qun-ying.Consistence r-th Mean of Density Kernal Estimators for α-Mixing Sequences[J].Journal of Huaqiao University(Natural Science),2013,34(4):477-480.[doi:10.11830/ISSN.1000-5013.2013.04.0477]
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α-混合序列下核密度估计量的r阶平均相合性()
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《华侨大学学报(自然科学版)》[ISSN:1000-5013/CN:35-1079/N]

卷:
第34卷
期数:
2013年第4期
页码:
477-480
栏目:
出版日期:
2013-07-20

文章信息/Info

Title:
Consistence r-th Mean of Density Kernal Estimators for α-Mixing Sequences
文章编号:
1000-5013(2013)04-0477-04
作者:
曾翔 吴群英
桂林理工大学 理学院, 广西 桂林 541004
Author(s):
ZENG Xiang WU Qun-ying
College of Science, Guilin University of Technology, Guilin 541004, China
关键词:
核密度估计 α-混合 平均相合 相合速度 负相关
Keywords:
kernel density estimate α-mixing sequence mean consistency convergence rate negatively associated
分类号:
O211.4;O212.7
DOI:
10.11830/ISSN.1000-5013.2013.04.0477
文献标志码:
A
摘要:
在 α-混合序列情形下,讨论核密度估计量的r阶平均相合性,并将该条件弱化为nhn→∞,给出更好的r阶最优相合速度O(n-2r/5).结果表明:所要求的条件弱于韦来生关于负相关(NA)样本概率密度函数核估计的r阶平均相合性所要求的条件,且相合速度更优,推广了韦来生的结果.
Abstract:
Under α-mixing random variable sequences, we study the consistence in r-th mean of the kernel density estimate. The condition is weakened as nhn→∞, and r-th optimal convergence rate O(n-2r/5)is better. The result shows that the required condition is weaker than the condition proposed by WEI Lai-sheng on consistence in r-th mean of the kernel density estimator for NA samples, and we convergence rate is obtained. Our results improve the one made by WEI Lai-sheng.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期: 2012-11-19
通信作者: 曾翔(1977-),男,讲师,主要从事概率统计的研究.E-mail:168zxzx@163.com.
基金项目: 国家自然科学基金资助项目(11061012); 广西自然科学基金资助项目(2012GXNSFAA053010)
更新日期/Last Update: 2013-07-20