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山东大学学报(理学版) ›› 2017, Vol. 52 ›› Issue (11): 54-59.doi: 10.6040/j.issn.1671-9352.0.2017.138

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END样本下递归密度函数估计的相合性

李永明1,2,邓绍坚3,蒋伟红1   

  1. 1. 上饶师范学院数学与计算机科学学院, 江西 上饶 334001;2. 上海财经大学统计与管理学院, 上海 200433;3. 广西师范学院数学科学学院, 广西 南宁 530023
  • 收稿日期:2017-03-28 出版日期:2017-11-20 发布日期:2017-11-17
  • 作者简介:李永明(1970— ),男, 硕士, 教授, 研究方向为非参数统计. E-mail:lym1019@163.com
  • 基金资助:
    国家自然科学基金资助项目(11461057);国家自然科学基金重点资助项目(71331006);江西省自然科学基金资助项目(20161BAB201003)

Consistencies of recursive estimator of a probability density for extended negatively dependent samples

LI Yong-ming1,2, DENG Shao-jian3, JIANG Wei-hong1   

  1. 1. School of Mathematics and Computer Science, Shangrao Normal University, Shangrao 334001, Jiangxi, China;
    2. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433, China;
    3. School of Mathematical Science, Guangxi Teachers Education University, Nanning 530023, Guangxi, China
  • Received:2017-03-28 Online:2017-11-20 Published:2017-11-17

摘要: 同分布扩展负相依(extended negatively dependent, END)随机样本具有未知的概率密度函数。 在适当的条件下证明了一类递归密度函数核估计的强相合性和r-阶矩相合性。

关键词: 递归核密度估计, 强相合性, 矩相合性, END样本

Abstract: This paper considers an identically distributed and extended negatively dependent random variable sequence with a common unknown density. Under suitable conditions, we obtaine the strong consistency and moment consistency for a kind of recursive kernel estimator of density.

Key words: END sample, recursive kernel estimator, moment consistency, strong consistency

中图分类号: 

  • O212.7
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