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Complete consistency of estimators for regression models based on extended negatively dependent errors

Author

Listed:
  • Wenzhi Yang

    (Anhui University)

  • Haiyun Xu

    (Anhui University)

  • Ling Chen

    (Anhui University)

  • Shuhe Hu

    (Anhui University)

Abstract

In this paper, we investigate the consistency of the estimators of nonparametric regression model and multiple linear regression model based on extended negatively dependent errors. The complete convergence rates of the estimators of nonparametric regression model are presented. In addition, the rth-mean consistency and complete consistency of the least squares estimator of the multiple linear regression model are obtained too. Finally, some examples and some simulations are illustrated.

Suggested Citation

  • Wenzhi Yang & Haiyun Xu & Ling Chen & Shuhe Hu, 2018. "Complete consistency of estimators for regression models based on extended negatively dependent errors," Statistical Papers, Springer, vol. 59(2), pages 449-465, June.
    • Handle: RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0771-x
    DOI: 10.1007/s00362-016-0771-x
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    References listed on IDEAS

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    Cited by:

    1. Aiting Shen & Siyao Zhang, 2021. "On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors," Methodology and Computing in Applied Probability, Springer, vol. 23(4), pages 1285-1307, December.
    2. Nan Cheng & Chao Lu & Jibing Qi & Xuejun Wang, 2022. "Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models," Statistical Papers, Springer, vol. 63(2), pages 397-419, April.
    3. Yan Wang & Xuejun Wang, 2021. "Complete f-moment convergence for Sung’s type weighted sums and its application to the EV regression models," Statistical Papers, Springer, vol. 62(2), pages 769-793, April.
    4. Liwang Ding & Ping Chen & Yongming Li, 2020. "Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples," Statistical Papers, Springer, vol. 61(6), pages 2331-2349, December.
    5. Xuejun Wang & Yi Wu & Rui Wang & Shuhe Hu, 2021. "On consistency of wavelet estimator in nonparametric regression models," Statistical Papers, Springer, vol. 62(2), pages 935-962, April.

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