Convergence rate of the Nadaraya-Watson kernel regression estimator under widely orthant dependent sequences
摘要
In this paper, we investigate the strong uniform consistency rate of the Nadaraya-Watson (NW) kernel regression estimator under a widely orthant dependence model. The performance of the proposed estimator is illustrated through some simulations. Furthermore, a large comparison study with other NW estimators is presented based on the selected bandwidth type, and the performance of these NW estimators is evaluated using the global mean squared error (GMSE) criterion. Moreover, a real data analysis is provided to support the theoretical results.