ON CONSISTENCY OF WAVELET ESTIMATORS IN NONPARAMETRIC

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.