Publication:4528410

From MaRDI portal
Revision as of 10:29, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)


zbMath0961.62033MaRDI QIDQ4528410

Yue-bao Wang, Shan-chao Yang

Publication date: 31 January 2001



62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference


Related Items

On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions, Complete moment convergence for (α,β)-mixing random variables and its application, A general result on complete convergence for weighted sums of linear processes and its statistical applications, Consistency of the P–C estimator in non parametric regression model based on m-END errors, Complete convergence of weighted sums of martingale differences and statistical applications, On the exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables, Exponential inequalities for associated random variables and strong laws of large numbers, Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples, Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors, Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors, On the exponential inequalities for strictly stationary and negatively associated random variables, On the consistency of the P-C estimator in a nonparametric regression model, Strong laws of large numbers and mean convergence theorems for randomly weighted sums of arrays under a condition of integrability, Strong consistency of \(M\) estimator in linear model for negatively associated samples, A remark on the exponential inequality for negatively associated random variables, Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences, Strong consistency of regression function estimator with martingale difference errors