Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
Consider the nonparametric regression model Yni=g(xni)+[epsilon]ni for i=1,...,n, where g is unknown, xni are fixed design points, and [epsilon]ni are negatively associated random errors. Nonparametric estimator gn(x) of g(x) will be introduced and its asymptotic properties are studied. In particular, the pointwise and uniform convergence of gn(x) and its asymptotic normality will be investigated. This extends the earlier work on independent random errors (e.g. see J. Multivariate Anal. 25(1) (1988) 100).
Year of publication: |
2005
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Authors: | Liang, Han-Ying ; Jing, Bing-Yi |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 95.2005, 2, p. 227-245
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Publisher: |
Elsevier |
Keywords: | Nonparametric regression Negatively associated random error Consistency Complete convergence Asymptotic normality |
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