Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors

Abstract

In this article, we study the complete consistency for the estimator of non parametric regression model based on extended negatively dependent errors, and obtain the convergence rates of the complete consistency by using the inequalities for extended negatively dependent random variables. As an application, the complete consistency and convergence rate for the nearest neighbor estimator are obtained. Finally, some simulations are illustrated.

Keywords:

• Non parametric regression model
• extended negatively dependent
• convergence rate
• complete consistency

2010 Mathematics Subject Classification:

• 62G05
• 62G08
• 60E15