Complete consistency for the estimator of nonparametric regression model based on martingale difference errors

被引：6
|
作者：
Zhang, Shuili [1 ]
Hou, Tiantian [1 ]
Qu, Cong [1 ]
机构：
[1] Pingdingshan Univ, Coll Math & Stat, Pingdingshan 467000, Henan, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2021年 / 50卷 / 02期
关键词：
Regression model; martingale difference; convergence rate; complete consistency;
D O I：
10.1080/03610926.2019.1635160
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we study the complete consistency for the estimator of nonparametric regression model based on martingale difference errors, and obtain the convergence rates of the complete consistency by using the inequalities for martingale difference sequence. Finally, some simulations are illustrated.
引用
收藏
页码：358 / 370
页数：13
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