This paper studies the nonparametric estimates of general weight function of the nonparametric regression function with fixed design points, when the model error is martingale sequence, and we give the optimal convergence rate under some conditions.

• 摘要当误差为鞅差序列时，研究固定设计点列情形下非参数回归函数一般权函数的非参数估计，并在一些基本条件下给出了估计的一致最优强收敛速度。