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Xu, Weifeng; Wu, Yi; Zhang, Rui; Jiang, Huiling; Wang, Xuejun

The mean consistency of the weighted estimator in the fixed design regression models based on \(m\)-END errors. (English) Zbl 1403.62067

J. Math. Inequal. 12, No. 3, 765-775 (2018).
Summary: In this paper, some moment inequalities for \(m\)-extended negatively dependent (\(m\)-END, for short) random variables are established which can be applied to investigate the nonparametric regression models based on \(m\)-END errors. Some results on mean consistency for the estimator in nonparametric regression models are presented. As an application, the consistency for the nearest neighbor estimator is obtained.

Cited in 4 Documents

MSC:

62G08 Nonparametric regression and quantile regression
62G20 Asymptotic properties of nonparametric inference

Keywords:

\(m\)-extended negatively dependent random variables; fixed design regression models; mean consistency; nearest neighbor estimator
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References:

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