Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors |
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| Authors: | Xuejun Wang Lulu Zheng Chen Xu Shuhe Hu |
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| Institution: | 1. School of Mathematical Science, Anhui University, Hefei 230601, People's Republic of China07019@ahu.edu.cn;3. School of Mathematical Science, Anhui University, Hefei 230601, People's Republic of China |
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| Abstract: | In this paper, we provide some exponential inequalities for extended negatively dependent (END) random variables. By using these exponential inequalities and the truncated method, we investigate the complete consistency for the estimator of nonparametric regression model based on END errors. As an application, the complete consistency for the nearest neighbour estimator is obtained. |
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| Keywords: | complete consistency extended negatively dependent random variables nearest neighbour weights |
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