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NA Samples In The Statistic Models

Posted on:2006-08-25Degree:MasterType:Thesis
Country:ChinaCandidate:P XiongFull Text:PDF
GTID:2120360182967123Subject:Probability and Statistics
Abstract/Summary:
In this thesis , we explore the consistency problems under Negative Associ-ated(NA) samples . Two parts are included in the thesis as following:In the first part , we studied the strong consistency of the least square(LS) estimator β|^ of β in linear model y_i = x'_iβ + e_i for NA samples. Accordingly , we proved its strong consistency. Also, we studied the weak and strong consistency of error estimator and gave its convergency rate.In the second part , also under NA assumption, we worked on the consistency of kernel estimator of regression function in the nonparametric regression model Y_i =g(X_i)+ε_i.
Keywords/Search Tags:linear model, NA, L.S. estimator, regression function, kernel estimator, consistency
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