THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS

2017 ◽  
Vol 32 (3) ◽  
pp. 469-481 ◽  
Author(s):  
Hao Xia ◽  
Yi Wu ◽  
Xinran Tao ◽  
Xuejun Wang

In this paper, the complete consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors is established, where the restriction imposed on the dominating coefficient g(n) is very general. Moreover, under some stronger moment condition, we further obtain the convergence rate of the complete consistency, where the assumption on the dominating coefficient g(n) is also very general.

2017 ◽  
Vol 32 (1) ◽  
pp. 37-57 ◽  
Author(s):  
Yi Wu ◽  
Xuejun Wang ◽  
Soo Hak Sung

In this paper, some results on the complete moment convergence for arrays of rowwise negatively associated (NA, for short) random variables are established. The results obtained in this paper correct the corresponding one obtained in Ko [13] and also improve and generalize the corresponding ones of Kuczmaszewska [14] and Ko [13]. As an application of the main results, we present a result on complete consistency for the estimator in a non-parametric regression model based on NA errors. Finally, we provide a numerical simulation to verify the validity of our result.


2021 ◽  
Vol 19 (1) ◽  
pp. 1197-1209
Author(s):  
Shui-Li Zhang ◽  
Tiantian Hou ◽  
Cong Qu

Abstract In this paper, we study the complete consistency for the estimator of nonparametric regression model based on m-END errors and obtain the convergence rates of the complete consistency under more general conditions. Finally, some simulations are illustrated to verify the validity of our results.


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