Bull. Korean Math. Soc. 2020; 57(1): 51-68
Online first article December 4, 2019 Printed January 31, 2020
https://doi.org/10.4134/BKMS.b181275
Copyright © The Korean Mathematical Society.
Liwang Ding
Guangxi University of Finance and Economics
In this paper, the author considers the nonparametric regression model with negatively orthant dependent random variables. The wavelet procedures are developed to estimate the regression function. For the wavelet estimator of unknown function $g(\cdot)$, the almost sure consistency is derived and the complete consistency is established under the mild conditions. Our results generalize and improve some known ones for independent random variables and dependent random variables.
Keywords: Negatively orthant dependent random variables, wavelet estimator, almost sure consistency, complete consistency
MSC numbers: 60E05, 60F15, 62G05
Supported by: This research is supported by the National Science Foundation of China (11271189), Science Foundation of Guangxi Education Department (2019KY0646), 2019 Youth Teacher Research and Development Fund Project of Guangxi University of Finance and Economics (2019QNB07), Discipline Project of School of Information and Statistics of Guangxi University of Finance and Economics (2019XTZZ07).
2007; 44(2): 247-257
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