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THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS

  • Hao Xia (a1), Yi Wu (a1), Xinran Tao (a1) and Xuejun Wang (a1)

Abstract

In this paper, the complete consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors is established, where the restriction imposed on the dominating coefficient g(n) is very general. Moreover, under some stronger moment condition, we further obtain the convergence rate of the complete consistency, where the assumption on the dominating coefficient g(n) is also very general.

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Keywords

THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS

  • Hao Xia (a1), Yi Wu (a1), Xinran Tao (a1) and Xuejun Wang (a1)

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