Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
复制标题
基于扩展负相关误差的非参数回归模型估计量的完全一致性
DOI:
10.1080/02331888.2014.888431
复制
发表时间:
2015-03-04
期刊:
影响因子:
1.9
通讯作者:
Hu, Shuhe
中科院分区:
文献类型:
--
作者:
Wang, Xuejun;Zheng, Lulu;Hu, Shuhe
In this paper, we provide some exponential inequalities for extended negatively dependent (END) random variables. By using these exponential inequalities and the truncated method, we investigate the complete consistency for the estimator of nonparametric regression model based on END errors. As an application, the complete consistency for the nearest neighbour estimator is obtained.