On the consistency of the P-C estimator in a nonparametric regression model
From MaRDI portal
Publication:2306899
DOI10.1007/s00362-017-0966-9zbMath1435.62147OpenAlexW2770810030MaRDI QIDQ2306899
Yi Wu, Narayanaswamy Balakrishnan, Xue-jun Wang
Publication date: 27 March 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0966-9
consistencyconvergence ratenonparametric regressionextended negatively dependent random variablesP-C estimator
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
Related Items (6)
On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions ⋮ Universal kernel-type estimation of random fields ⋮ A general result on complete convergence for weighted sums of linear processes and its statistical applications ⋮ Complete moment convergence for (α,β)-mixing random variables and its application ⋮ Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors ⋮ Consistency of the P–C estimator in non parametric regression model based on m-END errors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exponential probability inequalities for WNOD random variables and their applications
- Probability inequalities for END sequence and their applications
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Precise large deviations for dependent random variables with heavy tails
- Negative association of random variables, with applications
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Complete convergence theorems for extended negatively dependent random variables
- On Complete Convergence for an Extended Negatively Dependent Sequence
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Some Concepts of Dependence
- Complete Convergence and the Law of Large Numbers
This page was built for publication: On the consistency of the P-C estimator in a nonparametric regression model