Pages that link to "Item:Q2567117"
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The following pages link to Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences (Q2567117):
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)
- Berry-Esseen bounds for density estimates under NA assumption (Q451295) (← links)
- A remark on the Bahadur representation of sample quantiles for negatively associated sequences (Q634845) (← 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)
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models (Q779692) (← links)
- The Bahadur representation for sample quantiles under negatively associated sequence (Q952853) (← links)
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors (Q958903) (← 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)
- Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors (Q1644207) (← links)
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications (Q1683634) (← links)
- CLT of wavelet estimator in semiparametric model with correlated errors (Q1936582) (← 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)
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples (Q2029209) (← 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)
- On consistency of wavelet estimator in nonparametric regression models (Q2066532) (← links)
- The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors (Q2066533) (← links)
- Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors (Q2072948) (← 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)
- Pointwise wavelet estimation of density function with change-points based on NA and biased sample (Q2210803) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- The consistency of estimator under fixed design regression model with NQD errors (Q2258734) (← links)
- Berry-Esseen type bounds in heteroscedastic semi-parametric model (Q2276178) (← links)
- Complete \(q\)-th moment convergence and its statistical applications (Q2293128) (← 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)
- Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations (Q2325318) (← 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)
- M-test in linear models with negatively superadditive dependent errors (Q2406281) (← links)
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model (Q2406778) (← 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)
- Exponential probability inequality for \(m\)-END random variables and its applications (Q2634238) (← links)
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
- Strong consistency of regression function estimator with martingale difference errors (Q2669045) (← links)
- Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models (Q2689706) (← links)
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models (Q2832024) (← links)
- Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027) (← links)
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications (Q2934826) (← links)
- Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (Q3021193) (← links)
