Wavelets for Nonparametric Stochastic Regression with Pairwise Negative Quadrant Dependent Random Variables

Abstract
We propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of pairwise negative quadrant dependent random variables with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator are investigated. It is found that the estimators have similar properties to their counterparts studied earlier in literature.