Complete consistency of estimators for regression models based on extended negatively dependent errors

Wenzhi Yang, Haiyun Xu, Ling Chen and Shuhe Hu ()
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Wenzhi Yang: Anhui University
Haiyun Xu: Anhui University
Ling Chen: Anhui University
Shuhe Hu: Anhui University

Statistical Papers, 2018, vol. 59, issue 2, No 2, 449-465

Abstract: Abstract In this paper, we investigate the consistency of the estimators of nonparametric regression model and multiple linear regression model based on extended negatively dependent errors. The complete convergence rates of the estimators of nonparametric regression model are presented. In addition, the rth-mean consistency and complete consistency of the least squares estimator of the multiple linear regression model are obtained too. Finally, some examples and some simulations are illustrated.

Keywords: Complete consistency; rth-mean consistency; END sequences; Regression model; Least squares estimator; 62G05; 62G08 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00362-016-0771-x

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