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Exponential inequality for a class of NOD random variables and its application
  • 期刊名称:Wuhan University Journal of Natural Sciences
  • 时间:2011
  • 页码:7-10
  • 分类:O211.4[理学—概率论与数理统计;理学—数学]
  • 作者机构:[1]Department of Mathematics, Hunan University of Scienceand Engineering, Yongzhou 425100, Hunan, China, [2]Department of Mathematics, Guangxi Normal University,Guilin 541004, Guangxi, China
  • 相关基金:Supported by the National Natural Science Foundation of China ( 11061007)
  • 相关项目:风险度量的非参数估计方法及其应用
中文摘要:

在这份报纸,为相等分布式的点头的加权的和的指数的不平等(否定地 orthant 依赖者)随机的变量被建立,由哪个我们获得几乎肯定的集中率 O ( 1 ) n ? 1/2 (木头 n ) 1/2 ,它以 Berstein 类型不平等为独立随机的变量到达可得到的。作为申请,我们在点头样品下面为 nonparametric 回归估计的 Priestley-Chao 评估者获得相关指数的不平等,从哪个强壮的一致性率 O (1 ) n ? 1/2 h n ? 1 (日志 n ) 1/2 s 也获得了。

英文摘要:

In this paper,an exponential inequality for weighted sums of identically distributed NOD (negatively orthant dependent) random variables is established,by which we obtain the almost sure convergence rate of which reaches the available one for independent random variables in terms of Berstein type inequality. As application,we obtain the relevant exponential inequality for Priestley-Chao estimator of nonparametric regression estimate under NOD samples,from which the strong consistency rate is also obtained.

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