Details

Autor(en) / Beteiligte

• Shen, Aiting
• Zhang, Siyao

Titel

On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors

Ist Teil von

• Methodology and computing in applied probability, 2021-12, Vol.23 (4), p.1285-1307

Ort / Verlag

New York: Springer US

Erscheinungsjahr

2021

Quelle

SpringerLink

Beschreibungen/Notizen

• In this paper, we mainly study the consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated (AANA, in short) errors. Firstly, the Bernstein type inequality for AANA random variables is established. By using the Bernstein type inequality and moment inequalities, we investigate the complete consistency and convergence rate for the estimator of nonparametric regression model based on AANA errors. As applications, the complete consistency and convergence rate for the nearest neighbor estimator are obtained.