Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences

Han-Ying Liang and Bing-Yi Jing

Journal of Multivariate Analysis, 2005, vol. 95, issue 2, 227-245

Abstract: Consider the nonparametric regression model Yni=g(xni)+[epsilon]ni for i=1,...,n, where g is unknown, xni are fixed design points, and [epsilon]ni are negatively associated random errors. Nonparametric estimator gn(x) of g(x) will be introduced and its asymptotic properties are studied. In particular, the pointwise and uniform convergence of gn(x) and its asymptotic normality will be investigated. This extends the earlier work on independent random errors (e.g. see J. Multivariate Anal. 25(1) (1988) 100).

Keywords: Nonparametric; regression; Negatively; associated; random; error; Consistency; Complete; convergence; Asymptotic; normality (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (25)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(04)00129-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:95:y:2005:i:2:p:227-245

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().