Consistent nonparametric multiple regression: the fixed design case
From MaRDI portal
Publication:1098517
DOI10.1016/0047-259X(88)90155-8zbMath0637.62044MaRDI QIDQ1098517
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
splinesconsistencylaw of large numberscentral limit theoremkernel estimatenearest neighbor estimategeneral linear smootherorthogonal series estimate
Related Items
Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors, 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, The consistency for the estimator of nonparametric regression model based on martingale difference errors, Smoothing dependent observations, A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence, Confidence intervals for nonparametric regression functions with missing data: multiple design case, Exponential probability inequality for \(m\)-END random variables and its applications, Unnamed Item, Nonparametric estimation of a regression function by delta sequences, Robust plug-in bandwidth estimators in nonparametric regression, Maximal moment inequality for partial sums of strong mixing sequences and application, 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 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, Consistent regression estimation with fixed design points under dependence conditions, The consistency for estimator of nonparametric regression model based on NOD errors, Complete convergence for weighted sums of WNOD random variables and its applications, Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors, Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications, Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications, Complete convergence for maximum of weighted sums of WNOD random variables and its application, Weighted sums of strongly mixing random variables with an application to nonparametric regression, Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing 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, Universal kernel-type estimation of random fields, The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors, Approximate tolerance intervals for nonparametric regression models, Empirical likelihood for non-parametric regression models with missing responses: multiple design case, Laws of large numbers and complete convergence for WOD random variables and their applications, Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables, Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case, Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications, Nonparametric multiple function fitting, Robust estimation for nonparametric generalized regression, Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples., Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors, Asymptotic normality of wavelet estimator in heteroscedastic regression model, COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS, Fixed design regression for time series: Asymptotic normality, A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes, Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models, Blind nonparametric regression, Residuals density estimation in nonparametric regression, Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors, Wavelet estimation in heteroscedastic model under censored samples, 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, On a robust local estimator for the scale function in heteroscedastic nonparametric regression, Wavelet estimation in nonparametric model under martingale difference errors, Fixed-design regression for linear time series, Generalized minimum distance estimators of a linear model with correlated errors., Complete consistency of estimators for regression models based on extended negatively dependent errors, Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors, Complete consistency of the estimator of nonparametric regression model under ND sequence, Fixed design regression for negatively associated random fields, Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications, 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 convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations, THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS, 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, Maximal moment inequality for partial sums of ρ-mixing sequences and its applications, Consistent nonparametric regression: Some generalizations in the fixed design case, Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables, The exact density of nonparametric regression estimators: fixed design case, Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors, Statistical inference for a heteroscedastic regression model with φ-mixing errors, Asymptotic properties for estimates of nonparametric regression model with martingale difference errors, Nonparametric regression estimation in models with weak error's structure
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Kernel estimates of functions and their derivatives with applications
- Smoothing splines: Regression, derivatives and deconvolution
- Nonparametric regression analysis of growth curves
- Fitting a multiple regression function
- Smooth optimum kernel estimators of densities, regression curves and modes
- Uniform consistency of a class of regression function estimators
- Spline smoothing: The equivalent variable kernel method
- Distribution-free pointwise consistency of kernel regression estimate
- Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives
- A comparison of Kriging with nonparametric regression methods
- Nonparametric function recovering from noisy observations
- Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\)
- Distribution-free consistency results in nonparametric discrimination and regression function estimation
- Consistent window estimation in nonparametric regression
- Bootstrapping regression models
- Consistent nonparametric regression. Discussion
- Contributions to the theory of nonparametric regression, with application to system identification
- Probability Inequalities for the Sum of Independent Random Variables
- Nonparametric Estimation of a Regression Function: Limiting Distribution2
- On the recovery of functions and their derivatives from imperfect measurements
- Nonparametric regression: An up–to–date bibliography
- Nonparametric fitting of multivariate functions
- Estimation Non-paramétrique de la Régression: Revue Bibliographique
- On system identification by nonparametric function fitting
- Complete Convergence and the Law of Large Numbers
- Nonparametric estimation of a regression function
- Smoothing noisy data with spline functions