Weak and universal consistency of moving weighted averages

DOI10.1007/BF01848087zbMath0596.62040MaRDI QIDQ1078951

Hans-Georg Müller

Publication date: 1987

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

zbMATH Keywords

kernel estimatorsweak consistencyregression functionuniversal consistencyfixed design caselocal least squares estimatorsmoving weighted averages

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (39)

Weighted version of strong law of large numbers for a class of random variables and its applications ⋮ Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications ⋮ Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors ⋮ The consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Unnamed Item ⋮ The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors ⋮ On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications ⋮ The asymptotic normality of the linear weighted estimator in nonparametric regression models ⋮ Complete consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Complete moment convergence for randomly weighted sums of END sequences and its applications ⋮ Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications ⋮ The consistency for estimator of nonparametric regression model based on NOD errors ⋮ Complete convergence for weighted sums of WNOD random variables and its applications ⋮ Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors ⋮ Complete convergence for maximum of weighted sums of WNOD random variables and its application ⋮ Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors ⋮ Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences ⋮ Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences ⋮ Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case ⋮ COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS ⋮ Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models ⋮ Integrated square error of nonparametric estimators of regression function: The fixed design case ⋮ The consistency of estimator under fixed design regression model with NQD errors ⋮ The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences ⋮ Complete consistency of estimators for regression models based on extended negatively dependent errors ⋮ Complete consistency of the estimator of nonparametric regression model under ND sequence ⋮ On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors ⋮ On consistency of wavelet estimator in nonparametric regression models ⋮ Complete convergence for weighted sums of END random variables and its application to nonparametric regression models ⋮ On complete consistency for the weighted estimator of nonparametric regression models ⋮ Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models ⋮ Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models ⋮ Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences ⋮ A note on the complete consistency for the weighted linear estimator of nonparametric regression models ⋮ Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables ⋮ Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors ⋮ Asymptotic properties for estimates of nonparametric regression model with martingale difference errors

Cites Work

• Nonparametric regression analysis of growth curves
• Consistent nonparametric regression. Discussion
• Contributions to the theory of nonparametric regression, with application to system identification
• Smoothing by spline functions.
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Smoothing noisy data with spline functions
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