Pages that link to "Item:Q1098517"
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The following pages link to Consistent nonparametric multiple regression: the fixed design case (Q1098517):
Displayed 50 items.
- The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
- Confidence intervals for nonparametric regression functions with missing data: multiple design case (Q301014) (← links)
- The consistency for estimator of nonparametric regression model based on NOD errors (Q372190) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors (Q618013) (← links)
- Empirical likelihood for non-parametric regression models with missing responses: multiple design case (Q628618) (← links)
- Robust estimation for nonparametric generalized regression (Q645463) (← 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)
- Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
- Weighted sums of strongly mixing random variables with an application to nonparametric regression (Q894597) (← links)
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
- Nonparametric multiple function fitting (Q916266) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic regression model (Q933052) (← links)
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression (Q984008) (← links)
- Consistent regression estimation with fixed design points under dependence conditions (Q1121615) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Residuals density estimation in nonparametric regression (Q1198997) (← links)
- Smoothing dependent observations (Q1336911) (← links)
- Robust plug-in bandwidth estimators in nonparametric regression (Q1361612) (← 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)
- 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)
- Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors (Q2038963) (← 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)
- A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence (Q2132263) (← links)
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications (Q2208387) (← links)
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors (Q2219873) (← links)
- The consistency of estimator under fixed design regression model with NQD errors (Q2258734) (← 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)
- 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)
- Wavelet estimation in heteroscedastic model under censored samples (Q2481796) (← links)
- Wavelet estimation in nonparametric model under martingale difference errors (Q2501446) (← 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)
- Exponential probability inequality for \(m\)-END random variables and its applications (Q2634238) (← links)
- Nonparametric estimation of a regression function by delta sequences (Q2641032) (← links)
- Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
- Blind nonparametric regression (Q2747869) (← links)
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models (Q2832024) (← 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)
- The exact density of nonparametric regression estimators: fixed design case (Q3135641) (← links)
- Asymptotic properties for estimates of nonparametric regression model with martingale difference errors (Q3143499) (← links)