Abstract
In this paper, we investigate the nonparametric regression model based on extended negatively dependent errors. Some consistency results for the estimator of the regression function g(x) are presented, including the rates of strong consistency and complete consistency, and the mean convergence. The results obtained in this paper improve and extend the corresponding ones of Yang and Wang (Acta Math Appl Sin 22(4):522–530, 1999) and Priestley and Chao (J R Stat Soc B 34:385–392, 1972). Finally, we present a numerical simulation study to verify the validity of the results established here.
Similar content being viewed by others
References
Benedetti JK (1977) On the nonparametric estimation of regression functions. J R Stat Soc B 39:248–253
Chen Y, Chen A, Ng KW (2010) The strong law of large numbers for extended negatively dependent random variables. J Appl Probab 47:908–922
Chen PY, Bai P, Sung SH (2014) The von Bahr-Esseen moment inequality for pairwise independent random variables and applications. J Math Anal Appl 419(2):1290–1302
Hsu PL, Robbins H (1947) Complete convergence and the law of large numbers. Proc Natl Acad Sci USA 33:25–31
Hu TC, Wang KL, Rosalsky A (2015) Complete convergence theorems for extended negatively dependent random variables. Sankhyā A 77:1–29
Joag-Dev K, Proschan F (1983) Negative association of random variables with applications. Ann Stat 11:286–295
Lehmann E (1966) Some concepts of dependence. Ann Math Stat 37:1137–1153
Liu L (2009) Precise large deviations for dependent random variables with heavy tails. Stat Probab Lett 79:1290–1298
Liu L (2010) Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails. Sci China A 53(6):1421–1434
Priestley MB, Chao MT (1972) Non-parametric function fitting. J R Stat Soc B 34:385–392
Shen AT (2011) Probability inequalities for END sequence and their applications. J Inequal Appl 2011:98
Shen AT, Zhang Y, Volodin A (2015) Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables. Metrika 78:295–311
Shen AT, Yao M, Wang WJ, Volodin A (2016) Exponential probability inequalities for WNOD random variables and their applications. RACSAM 110:251–268
Wang SJ, Wang XJ (2013) Precise large deviations for random sums of END real-valued random variables with consistent variation. J Math Anal Appl 402:660–667
Wang XJ, Li XQ, Hu SH, Wang XH (2014) On complete convergence for an extended negatively dependent sequence. Commun Stat Theory Methods 43(14):2923–2937
Wang XJ, Zhen LL, Xu C, Hu SH (2015) Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors. Statistics 49(2):396–407
Wu YF, Cabrea MO, Volodin A (2014) Complete convergence and complete moment convergence for arrays of rowwise end random variables. Glas Mat 49(69):449–468
Yang SC, Wang YB (1999) Strong consistency of regression function estimator for negatively associated samples. Acta Math Appl Sin 22(4):522–530
Yang WZ, Xu HY, Chen L, Hu SH (2016) Complete consistency of estimators for regression models based on extended negatively dependent errors. Stat Pap. https://doi.org/10.1007/s00362-016-0771-x
Acknowledgements
The authors are most grateful to the Editor-in-Chief and anonymous referees for a careful reading of the manuscript and for making valuable suggestions which helped in improving an earlier version of this paper. This work was supported by the National Natural Science Foundation of China (11671012, 11501004, 11501005), the Natural Science Foundation of Anhui Province (1508085J06) and The Key Projects for Academic Talent of Anhui Province (gxbjZD2016005).
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Wu, Y., Wang, X. & Balakrishnan, N. On the consistency of the P–C estimator in a nonparametric regression model. Stat Papers 61, 899–915 (2020). https://doi.org/10.1007/s00362-017-0966-9
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00362-017-0966-9
Keywords
- Extended negatively dependent random variables
- P–C estimator
- Nonparametric regression
- Convergence rate
- Consistency