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

  • Liwang Ding EMAIL logo and Ping Chen
Published/Copyright: December 22, 2019
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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.

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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

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