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

被引:0
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作者
Aiting Shen
Siyao Zhang
机构
[1] Anhui University,School of Mathematical Sciences
[2] Anhui University,Wendian College
关键词
Complete consistency; Nonparametric regression model; Asymptotically almost negatively associated random variables; Bernstein type inequality; Nearest neighbor estimator; 62G05; 62G20;
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摘要
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.
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页码:1285 / 1307
页数:22
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