A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors

In: Mathematica Slovaca, vol. 69, no. 6

Ding Liwang - Chen Ping

Detaily:

Rok, strany: 2019, 1471 - 1484

Kľúčové slová:

widely orthant dependent; wavelet estimator; complete consistency; nonparametric regression model

DOI: https://doi.org/10.1515/ms-2017-0323

O článku:

In this paper, we consider the wavelet estimators of a nonparametric regression model based on widely orthant dependent random errors. The moment consistency and the completely consistency for wavelet estimators under some more mild moment conditions are investigated. The results obtained in the paper improve and extend the corresponding ones for dependent random variables. Finally, we provide a numerical simulation to verify the validity of our results.

Ako citovať:

ISO 690:

Liwang, D., Ping, C. 2019. A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors. In Mathematica Slovaca, vol. 69, no.6, pp. 1471-1484. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0323

APA:

Liwang, D., Ping, C. (2019). A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors. Mathematica Slovaca, 69(6), 1471-1484. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0323

O vydaní:

Vydavateľ: Mathematical Institute, Slovak Academy of Sciences, Bratislava

Publikované: 22. 12. 2019