Complete consistency for the estimator of nonparametric regression model based on martingale difference errors |
| |
| Authors: | Shuili Zhang Tiantian Hou Cong Qu |
| |
| Affiliation: | 1. College of Mathematics and Statistics, Pingdingshan University, Pingdingshan, Chinazhangshuilicong@126.com;3. College of Mathematics and Statistics, Pingdingshan University, Pingdingshan, China |
| |
| Abstract: | AbstractIn this paper, we study the complete consistency for the estimator of nonparametric regression model based on martingale difference errors, and obtain the convergence rates of the complete consistency by using the inequalities for martingale difference sequence. Finally, some simulations are illustrated. |
| |
| Keywords: | Regression model martingale difference convergence rate complete consistency |
|
|
