ρc-混合本下回归权函数估计的一致渐进正态性.pdfVIP

ρ˜-  2003 Æ Yni = g (xni ) + εni , 1 ≤ i ≤ n. (1) Æ xn1, ,xnn ∈ A(A d ), g A εn1, ,εnn g n g (x) = ω (x)Y (2) n ni ni i=1 Æ ωni (x) = ωni (x,xn1, ,xnn ) i = 1, 2, ,n. g (x) Æ Priestly and chao(1972), n Clark(1997), Georgiev(1984a,b,1998), Georgiev and Greblicki(1986) g (x) Æ Fan(1990), Roussas(1989), Roussas n et al.(1992), Tran et al.(1986), (1999) α- ÆRoussas et.(1992) (2) Yang(2003) NA (2) Æ n−1/4 . ρ˜- Æ℄ g (x) n  (A1) (1) n, {ε , 1 ≤ i ≤ n} Æ {ξ , ,ξ } Æ ni 1 n (2) {ξ ,j ≥ 1} ρ˜- Æ (3) λ 1, j 2+δ −λ 2 0 δ ≤ 1 sup E |ξ | ∞,ρ˜(n) = O(n ). ω (x) = max |ω (x)|,σ (x) = j ≥1 j n 1≤i≤n ni n var(g (x)),u(n) = Σ∞ ρ˜(j ). n j =n n 2 2 (A2) (1) n ≥ 1, |ω (x)| ≤ c (2) ω (x) = O(σ (x)), (σ (x) 0). i=1 ni n n n i (A3) p = p (n) q = q(n) n p + q ≤ n, qp−1 ≤ c ∞ (3). n → ∞ γ1n → 0,γ2n → 0,γ3n → 0. Æ γ = nqp−1ω (x),γ = pω (x),γ = np−1ρ˜(q). 1n n 2n n 3n