As a kind of dependent random variables, the widely orthant dependent random variables, or WOD for short, have a very important place in dependence structures for the intricate properties. And so its behavior and properties in different statistical models will be a major part in our research interest. Based on WOD errors, the large deviation results of the least squares estimator in the nonlinear regression model are established, which extend the corresponding ones for independent errors and some dependent errors.MSC: Primary 62J02; secondary 62F12
Consider the nonparametric regression model Yni = g(tni) + εi, i = 1, 2, …, n, n ≥ 1, where εi, 1 ≤ i ≤ n, are asymptotically negatively associated (ANA, for short) random variables. Under some appropriate conditions, the Berry-Esseen bound of the wavelet estimator of g(⋅) is established. In addition, some numerical simulations are provided in this paper. The results obtained in this paper generalize some corresponding ones in the literature.
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