Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors

被引:0
作者
He, Qihui [1 ]
Chen, Mingming [1 ]
机构
[1] Anhui Acad Governance, Dept Foundat Teaching, Hefei 230059, Peoples R China
关键词
Mean consistency; Complete consistency; Rate of consistency; Nonparametric regression model; m-extended negative dependence; UNIFORMLY ASYMPTOTIC NORMALITY; COMPLETE MOMENT CONVERGENCE; PRECISE LARGE DEVIATIONS; RANDOM-VARIABLES; SUMS;
D O I
10.1186/s13660-021-02603-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we establish the pth mean consistency, complete consistency, and the rate of complete consistency for the wavelet estimator in a nonparametric regression model with m-extended negatively dependent random errors. We show that the best rates can be nearly O(n(-1/3)) under some general conditions. The results obtained in the paper markedly improve and extend some corresponding ones to a much more general setting.
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页数:15
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