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

Authors :
Ping Chen
Liwang Ding
Source :
Mathematica Slovaca. 69:1471-1484
Publication Year :
2019
Publisher :
Walter de Gruyter GmbH, 2019.

Abstract

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.

Details

ISSN :
13372211 and 01399918
Volume :
69
Database :
OpenAIRE
Journal :
Mathematica Slovaca
Accession number :
edsair.doi...........1aa762d546b904afa89d865187f32812