The consistency of estimator under fixed design regression model with NQD errors
Statistics Theory
2013-12-04 v1 Statistics Theory
Abstract
In this article, basing on NQD samples, we investigate the fixed design nonparametric regression model, where the errors are pairwise NQD random errors, with fixed design points, and an unknown function. Nonparametric weighted estimator will be introduced and its consistency is studied. As special case, the consistency result for weighted kernel estimators of the model is obtained. This extends the earlier work on independent random and dependent random errors to NQD case.
Cite
@article{arxiv.1312.0836,
title = {The consistency of estimator under fixed design regression model with NQD errors},
author = {Jian-hua Shi and Xiao-ping Chen and Yong Zhou},
journal= {arXiv preprint arXiv:1312.0836},
year = {2013}
}