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- Title
On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors.
- Authors
Shen, Aiting; Zhang, Siyao
- Abstract
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.
- Subjects
REGRESSION analysis; RANDOM variables
- Publication
Methodology & Computing in Applied Probability, 2021, Vol 23, Issue 4, p1285
- ISSN
1387-5841
- Publication type
Article
- DOI
10.1007/s11009-020-09813-x