On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors

Aiting Shen () and Siyao Zhang
Additional contact information
Aiting Shen: Anhui University
Siyao Zhang: Anhui University

Methodology and Computing in Applied Probability, 2021, vol. 23, issue 4, 1285-1307

Abstract: 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.

Keywords: Complete consistency; Nonparametric regression model; Asymptotically almost negatively associated random variables; Bernstein type inequality; Nearest neighbor estimator; 62G05; 62G20 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11009-020-09813-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:metcap:v:23:y:2021:i:4:d:10.1007_s11009-020-09813-x

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1007/s11009-020-09813-x

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().