A strong law of large numbers for triangular mixingale arrays

被引：11

作者：

deJong, RM ^{[1
]}

机构：

[1] TILBURG UNIV,DEPT ECONOMETR,5000 LE TILBURG,NETHERLANDS

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 27卷 / 01期

关键词：

strong law of large numbers; mixingale sequence; law of large numbers; triangular array; dependent random variables; kernel regression;

D O I：

10.1016/0167-7152(95)00036-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper a strong law of large numbers for triangular mixingale arrays is proven. The mixingale condition is one of asymptotically weak dependence. A strong law of large numbers for triangular mixingale arrays has not been established previously in the literature. The result is applied to kernel regression function estimation.

引用

页码：1 / 9

页数：9

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