Startseite A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors
Artikel
Lizenziert
Nicht lizenziert Erfordert eine Authentifizierung

A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors

  • Liwang Ding EMAIL logo und Ping Chen
Veröffentlicht/Copyright: 22. Dezember 2019
Veröffentlichen auch Sie bei De Gruyter Brill

Abstract

In this paper, we consider the wavelet estimators of a nonparametric regression model based on widely orthant dependent random errors. The moment consistency and the completely consistency for wavelet estimators under some more mild moment conditions are investigated. The results obtained in the paper improve and extend the corresponding ones for dependent random variables. Finally, we provide a numerical simulation to verify the validity of our results.

MSC 2010: Primary 60F15; 62G05

This work was supported by National Science Foundation of China Grant No. 11271189, Science Foundation of Guangxi Education Department Grant No. 2019KY0646, 2019 Youth Teacher Research and Development Fund Project of Guangxi University of Finance and Economics Grant No. 2019QNB07.


  1. Communicated by Gejza Wimmer

Acknowledgement

The authors are most grateful to the Editor and the referee for carefully reading the manuscript and the helpful comments which enabled them to improve this paper.

References

[1] Antoniadis, A.—Grégoire, G.—Mckeague, I. W.: Wavelet methods for curve estimation, J. Amer. Statist. Assoc. 89 (1994), 1340–1352.10.1080/01621459.1994.10476873Suche in Google Scholar

[2] Chen, W.—Wang, Y. B.—Cheng, D. Y.: An inequality of widely dependent random variables and its applications, Lith. Math. J. 56 (2016), 16–31.10.1007/s10986-016-9301-8Suche in Google Scholar

[3] Deng, X.—Wang, X. J.: Asymptotic property of M estimator in classical linear models under dependent random errors, Methodol. Comput. Appl. Probab. 20 (2018), 1069–1090.10.1007/s11009-017-9589-9Suche in Google Scholar

[4] Ding, L. W.—Chen, P.—Li, Y. M.: Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples, Statist. Papers (2018), 10.1007/s00362-018-1050-9.Suche in Google Scholar

[5] Ding, L. W.—Chen, P.—Li, Y. M.: Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors, Int. J. Comput. Math. 96 (2019), 821–852.10.1080/00207160.2018.1487958Suche in Google Scholar

[6] Georgiev, A. A.: Local properties of function fitting estimates with applications to system identification. In: Mathematical Statistics and Applications (W. Grossmann et al., eds.), Proceedings 4th Pannonian Sump. Math. Statist., 1983, Bad Tatzmannsdorf, Austria, Reidel, Dordrecht, 1985, pp. 141–151.10.1007/978-94-009-5438-0_10Suche in Google Scholar

[7] Georgiev, A. A.—Greblicki, W.: Nonparametric function recovering from noisy observations, J. Statist. Plann. Inference 13 (1986), 1–14.10.1016/0378-3758(86)90114-XSuche in Google Scholar

[8] Georgiev, A. A.: Consistent nonparametric multiple regression: the fixed design case, J. Multivariate Anal. 25 (1988), 100–110.10.1016/0047-259X(88)90155-8Suche in Google Scholar

[9] Hall, P.—Patil, P.: Formulae for mean integrated squared error of nonlinear wavelet-based density estimators, Ann. Statist. 23 (1995), 905–928.10.1214/aos/1176324628Suche in Google Scholar

[10] Joag-dev, K.—Proschan, F.: Negative association of random variables with applications, Ann. Statist. 11 (1983), 286–295.10.1214/aos/1176346079Suche in Google Scholar

[11] Li, Y. M.—Wei, C. D.—Xing, G. D.: Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors, Statist. Probab. Lett. 81 (2011), 103–110.10.1016/j.spl.2010.09.024Suche in Google Scholar

[12] Liang, H. Y.—Jing, B. Y.: Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences, J. Multivariate Anal. 95 (2005), 227–245.10.1016/j.jmva.2004.06.004Suche in Google Scholar

[13] Liang, H. Y.: Asymptotic normality of wavelet estimator in heteroscedastic model withα-mixing errors, J. Syst. Sci. Complex. 24 (2011), 725–737.10.1007/s11424-010-8354-8Suche in Google Scholar

[14] Müller, H. G.: Weak and universal consistency of moving weighted averages, Period. Math. Hungar. 18 (1987), 241–250.10.1007/BF01848087Suche in Google Scholar

[15] Qiu, D. H.—Chen, P. Y.: Complete and complete moment convergence for weighted sums of widely orthant dependent random variables, Acta Math. Sin. (Engl. Ser.) 30 (2014), 1539–1548.10.1007/s10114-014-3483-ySuche in Google Scholar

[16] Shen, A. T.: Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models, Abstr. Appl. Anal. (2013), Art. ID 862602.10.1155/2013/862602Suche in Google Scholar

[17] Shen, A. T.—Zhang, Y.—Volodin, A.: Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables, Metrika 78 (2015), 295–311.10.1007/s00184-014-0503-ySuche in Google Scholar

[18] Wang, K. Y.—Wang, Y. B.—Gao, Q. W.: Uniform asymptotics for the finite-time ruin probability of a new dependent risk model with a constant interest rate, Methodol. Comput. Appl. Probab. 15 (2013), 109–124.10.1007/s11009-011-9226-ySuche in Google Scholar

[19] WANG, X. J. et al: On complete convergence for widely orthant-dependent random variables and its applications in nonparametrics regression models, TEST 23 (2014), 607–629.10.1007/s11749-014-0365-7Suche in Google Scholar

[20] WANG, X. J. et al: Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors, Stat. J. Theor. Appl. Stat. 49 (2015), 396–407.10.1080/02331888.2014.888431Suche in Google Scholar

[21] Wang, X. J.—Hu, S. H.: The consistency of the nearest neighbor estimator of the density function based on WOD samples, J. Math. Anal. Appl. 429 (2015), 497–512.10.1016/j.jmaa.2015.04.016Suche in Google Scholar

[22] Wang, X. J.—Deng, X.—Hu, S. H.: On consistency of the weighted least squares estimators in a semiparametric regression model, Metrika 81 (2018), 797–820.10.1007/s00184-018-0659-ySuche in Google Scholar

[23] Wu, Q. Y.: Probability Limit Theory for Mixed Sequence, Science Press of China, Beijing, 2006.Suche in Google Scholar

[24] Xue, L. G.—Liu, Q.: Bootstrap approximation of wavelet estimates in a semiparametric regression model, Acta Math. Sin. (Engl. Ser.) 26 (2010), 763–778.10.1007/s10114-010-7236-2Suche in Google Scholar

[25] Yang, S. C.: Maximal moment inequality for partial sums of strong mixing sequences and application, Acta Math. Sin. (Engl. Ser.) 23 (2007), 1013–1024.10.1007/s10114-005-0841-9Suche in Google Scholar

[26] YANG, W. Z. et al: The consistency for estimator of nonparametric regression model based on NOD errors, J. Inequal. Appl. 2012 (2012), Art. ID 140.10.1186/1029-242X-2012-140Suche in Google Scholar

[27] YANG, W. Z. et al: Complete consistency of estimators for regression models based on extended negatively dependent errors, Statist. Papers 59 (2018), 449–465.10.1007/s00362-016-0771-xSuche in Google Scholar

[28] Zhou, X. C.—Lin, J. G.: Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process, RACSAM 109 (2015), 153–168.10.1007/s13398-014-0172-8Suche in Google Scholar

[29] Zhou, X. C.—Xu, Y. Z.—Lin, J. G.: Wavelet estimation in varying coefficient models for censored dependent data, Statist. Probab. Lett. 122 (2017), 179–189.10.1016/j.spl.2016.11.009Suche in Google Scholar

Received: 2019-01-09
Accepted: 2017-05-24
Published Online: 2019-12-22
Published in Print: 2019-12-18

© 2019 Mathematical Institute Slovak Academy of Sciences

Artikel in diesem Heft

  1. Regular papers
  2. RNDr. Kvetoslava Dvořáková passed away
  3. On the Riesz structures of a lattice ordered abelian group
  4. On Diophantine equation x4 + y4 = n(u4 + v4)
  5. On a Waring-Goldbach problem involving squares and cubes
  6. D(n)-quadruples in the ring of integers of ℚ(√2, √3)
  7. Geometry of ℙ2 blown up at seven points
  8. Preservation of Rees exact sequences
  9. Pointwise multipliers between weighted copson and cesàro function spaces
  10. Some properties associated to a certain class of starlike functions
  11. Asymptotic properties of noncanonical third order differential equations
  12. Existence and regularity results for unilateral problems with degenerate coercivity
  13. Direct and inverse approximation theorems of functions in the Orlicz type spaces 𝓢M
  14. Some approximation properties of a kind of (p, q)-Phillips operators
  15. Best proximity points for a new type of set-valued mappings
  16. Weakly demicompact linear operators and axiomatic measures of weak noncompactness
  17. Fixed point results for F𝓡-generalized contractive mappings in partial metric spaces
  18. Einstein-Weyl structures on trans-Sasakian manifolds
  19. Characterizations of linear Weingarten space-like hypersurface in a locally symmetric Lorentz space
  20. ∗-Ricci solitons and gradient almost ∗-Ricci solitons on Kenmotsu manifolds
  21. Uncorrelatedness sets of discrete random variables via Vandermonde-type determinants
  22. A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors
  23. On adaptivity of wavelet thresholding estimators with negatively super-additive dependent noise
  24. Generalized Meir-Keeler type contractions and discontinuity at fixed point II
Heruntergeladen am 30.9.2025 von https://www.degruyterbrill.com/document/doi/10.1515/ms-2017-0323/html?lang=de
Button zum nach oben scrollen