The consistency of estimator under fixed design regression model with NQD errors
/ Authors
/ Abstract
In this article, based on NQD samples, we investigate the fixed design nonparametric regression model, i.e.Ynk=g(xnk)+εnk for 1≤k≤n, where εnk are pairwise NQD random errors, xnk are fixed design points, and g(⋅) is an unknown function. The nonparametric weighted estimator gn(⋅) of g(⋅) will be introduced and its consistency is studied. As a special case, the consistency result for weighted kernel estimators of the model is established. This extends the earlier work on independent random and dependent random errors to the NQD case.
Journal: Journal of Inequalities and Applications