Consistent nonparametric multiple regression: the fixed design case
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DOI10.1016/0047-259X(88)90155-8zbMATH Open0637.62044MaRDI QIDQ1098517FDOQ1098517
Authors: Alexander A. Georgiev
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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- scientific article; zbMATH DE number 4066146
splinesconsistencycentral limit theoremlaw of large numberskernel estimatenearest neighbor estimategeneral linear smootherorthogonal series estimate
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Cited In (87)
- Integrated square error of nonparametric estimators of regression function: The fixed design case
- Residuals density estimation in nonparametric regression
- Complete convergence for weighted sums of WNOD random variables and its applications
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Maximal moment inequality for partial sums of \(\rho\)-mixing sequences and its applications
- Statistical inference for a heteroscedastic regression model with φ-mixing errors
- Consistent nonparametric regression: Some generalizations in the fixed design case
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
- Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Complete moment convergence for randomly weighted sums of END sequences and its applications
- The consistency for the estimator of nonparametric regression model based on martingale difference errors
- A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
- Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences
- The consistency for estimator of nonparametric regression model based on NOD errors
- Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors
- Nonparametric multiple regression under a fixed design
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- The mean consistency of the weighted estimator in the fixed design regression models based on \(m\)-END errors
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- Wavelet estimation in heteroscedastic model under censored samples
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications
- Fitting a multiple regression function
- Asymptotic properties for estimates of nonparametric regression model with martingale difference errors
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
- Asymptotic normality of wavelet estimator in heteroscedastic regression model
- Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications
- Nonparametric regression estimation in models with weak error's structure
- On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
- On complete consistency for the weighted estimator of nonparametric regression models
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- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
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- Fixed design regression for negatively associated random fields
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