Pages that link to "Item:Q372190"

The following pages link to The consistency for estimator of nonparametric regression model based on NOD errors (Q372190):

Displaying 29 items.

• The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← 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)
• Weighted sums of strongly mixing random variables with an application to nonparametric regression (Q894597) (← links)
• Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
• Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables (Q1633829) (← 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)
• On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors (Q2065467) (← links)
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models (Q2319210) (← links)
• The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model (Q2330529) (← 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)
• Large deviation for a least squares estimator in a nonlinear regression model (Q2454007) (← 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)
• Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications (Q2934826) (← links)
• The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors (Q4561063) (← links)
• Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors (Q5031812) (← links)
• On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications (Q5077879) (← links)
• The asymptotic normality of the linear weighted estimator in nonparametric regression models (Q5078423) (← links)
• Complete consistency for the estimator of nonparametric regression model based on martingale difference errors (Q5079044) (← links)
• Complete moment convergence for <i>m</i>-END random variables with application to non-parametric regression models (Q5079918) (← links)
• Complete moment convergence for randomly weighted sums of END sequences and its applications (Q5079990) (← links)
• Complete convergence for weighted sums of WNOD random variables and its applications (Q5086472) (← links)
• Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
• Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models (Q5154046) (← links)
• A general result on complete convergence for weighted sums of linear processes and its statistical applications (Q5384674) (← links)