Pages that link to "Item:Q1121615"
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The following pages link to Consistent regression estimation with fixed design points under dependence conditions (Q1121615):
Displaying 50 items.
- The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
- The consistency for estimator of nonparametric regression model based on NOD errors (Q372190) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models (Q779692) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- Nonparametric multiple function fitting (Q916266) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic regression model (Q933052) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Smoothing dependent observations (Q1336911) (← links)
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. (Q1423247) (← links)
- Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications (Q1683634) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors (Q1937774) (← links)
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences (Q1938329) (← links)
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences (Q2015698) (← links)
- Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications (Q2062375) (← links)
- On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors (Q2065467) (← links)
- Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors (Q2144648) (← links)
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications (Q2208387) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models (Q2325324) (← links)
- The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model (Q2330529) (← links)
- Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process (Q2341011) (← links)
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables (Q2342928) (← links)
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications (Q2362956) (← links)
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model (Q2406778) (← links)
- Wavelet estimation in nonparametric model under martingale difference errors (Q2501446) (← links)
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (Q2513943) (← links)
- Complete consistency of the estimator of nonparametric regression model under ND sequence (Q2516613) (← links)
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences (Q2567117) (← links)
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
- Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models (Q2832024) (← links)
- Optimal designs for nonparametric estimation of zeros of regression functions (Q2913243) (← links)
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications (Q2934826) (← links)
- Asymptotic properties for estimates of nonparametric regression model with martingale difference errors (Q3143499) (← links)
- One‐step M‐estimators in the linear model, with dependent errors (Q4311480) (← links)
- On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions (Q4434424) (← links)
- The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors (Q4561063) (← links)
- Complete moment convergence for double-indexed randomly weighted sums and its applications (Q4567915) (← links)
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
- The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
- COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL (Q4628407) (← links)
- Asymptotic normality of spline estimator when the errors are a linear stationary process (Q4789782) (← links)
- A plug-in technique in nonparametric regression with dependence (Q4843670) (← links)
