Consistency of estimators for semiparametric regression models with positive correlation正相协样本半参数回归模型估计的相合性.pdfVIP

: : : 2010 : : (Positively associated) Esary, Proschan, Walkup [1967] , , , , , . , . r −; . : 1. , . 2. y = x β + g (t ) + e (1 ≤ i ≤ n), {e , 1 ≤ i i i i i i ≤ n} , g (t) β r − . 3. y = x β + g (t ) + e (1 ≤ i ≤ n), i i i i {e , 1 ≤ i ≤ n} , β g (t) i , . : ; ; ; ; r −. I 2013 CONSISTENCY IN SEMIPARAMETRIC REGRESSION MODEL ESTIMATORS FOR POSITIVELY ASSOCIATED SAMPLES ABSTRACT The concept of Positively associated random variables was first introduced by Esary, Proschan, Walkup in 1967. Positively associated random variables is widely applied not only in the multivariate statistical analysis, penetration theory and reliability theory, but also in communications, weather and many engineer- ing fields and risk analysis. It aroused wide attention and research interests from scholars of probability theory and mathematical statistics at home and abroad, so people have obtained a lot of significant results. We study the strong consistency and r-th moment consistency of weighted function estimator for the semiparamet- ric regression model under Positively associated sample, and wavelet estimation strong consistency and its convergence rate. First, the topic of research background and present research status at home and abroad are introduced, and defini