In this paper, we study convergence in probability for the estimator of nonparametric regression model based on pairwise independent errors with heavy tails. Firstly, we investigate laws of large numbers for sequences of pairwise independent random variables with heavy tails. By applying this result, we investigate convergence in probability for the estimator of nonparametric regression model. Simulations to study the numerical performance of the consistency for the nearest neighbor weight function estimator in nonparametric regression model are given. |
