END样本下递归密度函数估计的相合性

doi:10.6040/j.issn.1671-9352.0.2017.138

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

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. 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-ming^1,2, DENG Shao-jian³, JIANG Wei-hong¹

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/Abstract

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

李永明,邓绍坚,蒋伟红. END样本下递归密度函数估计的相合性[J]. 山东大学学报（理学版）, 2017, 52(11): 54-59.

LI Yong-ming, DENG Shao-jian, JIANG Wei-hong. Consistencies of recursive estimator of a probability density for extended negatively dependent samples[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2017, 52(11): 54-59.

参考文献

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END样本下递归密度函数估计的相合性

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

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