On consistency of wavelet estimators in nonparametric
regression models with widely orthant dependent samples
Abstract:
In this paper, we mainly investigate the nonparametric regression
model based on widely orthant dependent samples. The weak consistency,
strong consistency, complete consistency, and the rates of strong
consistency and complete consistency for the wavelet estimator are
established under some mild conditions, which generalize and improve the
corresponding ones for other dependent cases. Some numerical simulations
are presented to verify the validity of the theoretical results based on
finite samples.
2010 AMS Mathematics Subject Classification: Primary 60F15; Secondary 62F12.
Keywords and phrases: nonparametric regression model, widely orthant dependent random variables, wavelet estimator,
consistency, the rate of consistency.