Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models

DOI10.1155/2013/862602zbMATH Open1470.62056OpenAlexW2126299964WikidataQ58917638 ScholiaQ58917638MaRDI QIDQ2319210FDOQ2319210

Authors: Aiting Shen 

Publication date: 16 August 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/862602

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Cites Work

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• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
• A strong limit theorem for weighted sums of sequences of negatively dependent random variables
• Exponential inequalities and inverse moment for NOD sequence
• An improved result in almost sure central limit theorem for self-normalized products of partial sums
• The strong law of large numbers for extended negatively dependent random variables
• The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples
• Probability inequalities for END sequence and their applications
• A complete convergence theorem for weighted sums of arrays of rowwise negatively dependent random variables
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• On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
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• Consistent nonparametric multiple regression: the fixed design case
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• Strong limit theorems for weighted sums of NOD sequence and exponential inequalities
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• An exponential inequality for a NOD sequence and a strong law of large numbers
• Extended precise large deviations of random sums in the presence of END structure and consistent variation
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• Fixed-design regression for linear time series

Cited In (47)

• An exponential inequality and its application to \(M\) estimators in multiple linear models
• Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
• On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
• Exponential probability inequalities for WNOD random variables and their applications
• Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• On complete and complete moment convergence for weighted sums of widely orthant dependent random variables
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
• Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of \(R\)-\(h\)-integrability and its applications
• Complete consistency and asymptotic normality for the weighted estimator in a nonparametric regression model under dependent errors
• Complete moment convergence for moving average process based on m-WOD random variables
• Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
• The large deviation for the least squares estimator of nonlinear regression model based on WOD errors
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
• Strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
• The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences
• Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples
• Complete consistency of estimators for regression models based on extended negatively dependent errors
• Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data
• The inverse moment for widely orthant dependent random variables
• Complete moment convergence for arrays of rowwise widely orthant dependent random variables
• The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors
• The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples
• The Berry-Esseen bound for \(\rho\)-mixing random variables and its applications in nonparametric regression model
• Exponential probability inequality for \(m\)-END random variables and its applications
• Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Complete convergence for weighted sums of AANA random variables and its application in nonparametric regression models
• Strong convergence for weighted sums of WOD random variables and its application in the EV regression model.
• The consistency of the nearest neighbor estimator of the density function based on WOD samples
• Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
• 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
• Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors
• The mean consistency of the weighted estimator in the fixed design regression models based on \(m\)-END errors
• Laws of large numbers and complete convergence for WOD random variables and their applications
• Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
• Strong convergence for weighted sums of widely orthant dependent random variables and applications
• Complete convergence of moving average process based on widely orthant dependent random variables
• The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
• Complete consistency for recursive probability density estimator of widely orthant dependent samples
• On consistency of the weighted least squares estimators in a semiparametric regression model
• Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
• On complete consistency for the weighted estimator of nonparametric regression models
• The asymptotic normality of the linear weighted estimator in nonparametric regression models

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