NSD序列加权和的若干收敛性及其在回归模型中的应用Some Convergence Properties for Weighted Sums of NSD Sequences and Its Application in Regression Model
何其慧
摘要(Abstract):
利用负超可加相依(NSD)序列的Rosenthal型极大值不等式,得到了NSD序列加权和的完全收敛性和完全矩收敛性,所得结果推广并改进了相关文献中关于负相协(NA)序列及ρ*-混合序列的结果。作为推论,进一步得到了NSD随机变量加权和的强大数律。此外,作为主要结果的应用,还得到了NSD误差下非参数回归模型估计量的强相合性,此结果也改进了相关文献中的结果。
关键词(KeyWords): 完全收敛性;完全矩收敛性;加权和;NSD序列;非参数模
基金项目(Foundation): 安徽省教育厅科研项目(KJ2016A013);; 安徽省自然科学基金研究项目(190808MA20)
作者(Author): 何其慧
DOI: 10.13757/j.cnki.cn34-1328/n.2019.04.004
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