Complete consistency of estimators for regression models based on extended negatively dependent errors

被引：0
|
作者：
Wenzhi Yang
Haiyun Xu
Ling Chen
Shuhe Hu
机构：
[1] Anhui University,School of Mathematical Science
来源：
Statistical Papers | 2018年 / 59卷
关键词：
Complete consistency; th-mean consistency; END sequences; Regression model; Least squares estimator; 62G05; 62G08;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we investigate the consistency of the estimators of nonparametric regression model and multiple linear regression model based on extended negatively dependent errors. The complete convergence rates of the estimators of nonparametric regression model are presented. In addition, the rth-mean consistency and complete consistency of the least squares estimator of the multiple linear regression model are obtained too. Finally, some examples and some simulations are illustrated.
引用
收藏
页码：449 / 465
页数：16
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