On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables

被引:2
|
作者
Ding, Liwang [1 ]
Chen, Ping [1 ,2 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Peoples R China
[2] Guangxi Univ Finance & Econ, Sch Informat & Stat, Nanning, Peoples R China
基金
中国国家自然科学基金;
关键词
Strong consistency; complete consistency; nonparametric regression model; asymptotically almost negatively associated random variables;
D O I
10.1080/03610926.2020.1871018
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
This paper is concerned with the consistency of nonparametric regression model. For the weighted estimator of unknown regression function, the strong consistency, the complete consistency and the convergence rate of the complete consistency are investigated under some mild conditions. These results extend or improve the corresponding ones of Yang et al. (2018) for extended negatively dependent (END, for short) random variables to asymptotically almost negatively associated random variables. Also, the simulation study of the finite samples provided in this paper shows the validity of our results.
引用
收藏
页码:7120 / 7135
页数:16
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