Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210): Difference between revisions

Summary: We present the Bernstein-type inequality for widely dependent random variables. By using the Bernstein-type inequality and the truncated method, we further study the strong consistency of estimator of fixed design regression model under widely dependent random variables, which generalizes the corresponding one of independent random variables. As an application, the strong consistency for the nearest neighbor estimator is obtained.

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+Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
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+Consistent regression estimation with fixed design points under dependence conditions
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+Fixed design regression for time series: Asymptotic normality
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+Fixed-design regression for linear time series
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+Fixed-design regression for linear time series
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+Normal rank
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+Q4710108
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+Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
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+The consistency for estimator of nonparametric regression model based on NOD errors
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+Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences
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+Q3599594
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+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
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+Basic renewal theorems for random walks with widely dependent increments
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+Uniform asymptotics of the finite-time ruin probability for all times
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+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
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+Some concepts of negative dependence
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+Negative association of random variables, with applications
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+Exponential inequalities and inverse moment for NOD sequence
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+STRONG LIMIT THEOREMS FOR WEIGHTED SUMS OF NOD SEQUENCE AND EXPONENTIAL INEQUALITIES
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+An exponential inequality for a NOD sequence and a strong law of large numbers
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+A strong limit theorem for weighted sums of sequences of negatively dependent random variables
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+A complete convergence theorem for weighted sums of arrays of rowwise negatively dependent random variables
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+The Strong Consistency of<i>M</i>Estimator in a Linear Model for Negatively Dependent Random Samples
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+Extended precise large deviations of random sums in the presence of END structure and consistent variation
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+On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
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Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210): Difference between revisions

Latest revision as of 04:44, 20 July 2024

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Mathematics(1 entry)