On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models

From MaRDI portal
Publication:2513943

DOI10.1007/s11749-014-0365-7zbMath1307.60024OpenAlexW2126797434MaRDI QIDQ2513943

Chen Xu, Tien-Chung Hu, Shuhe Hu, Xue-jun Wang, Andrei I. Volodin

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0365-7



Related Items

Strong convergence for weighted sums of WOD random variables and its application in the EV regression model., Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications, Strong convergence for weighted sums of END random variables under the sub-linear expectations, The large deviation for the least squares estimator of nonlinear regression model based on WOD errors, An inequality of widely dependent random variables and its applications, The consistency for the estimator of nonparametric regression model based on martingale difference errors, Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models, Conditional acceptability of random variables, 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 convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables, Complete moment convergence for arrays of rowwise widely orthant dependent random variables, Exponential probability inequality for \(m\)-END random variables and its applications, On the complete convergence for weighted sums of a class of random variables, Uniformly complete consistency of frequency polygon estimation for dependent samples and an application, On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications, The moment of maximum normed sums of randomly weighted pairwise NQD sequences, The asymptotic normality of the linear weighted estimator in nonparametric regression models, Complete moment convergence for the widely orthant dependent linear processes with random coefficients, Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications, Complete moment convergence for m-END random variables with application to non-parametric regression models, Complete moment convergence for randomly weighted sums of END sequences and its applications, Complete moment convergence for double-indexed randomly weighted sums and its applications, Complete convergence of randomly weighted END sequences and its application, General Bahr-Esseen inequalities and their applications, Strong law of large numbers and complete convergence for non-identically distributed WOD random variables, Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails, 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, Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of Rh-integrability and its applications, General theorems on exponential and Rosenthal's inequalities and on complete convergence, On complete and complete moment convergence for weighted sums of widely orthant dependent random variables, The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors, Complete convergence of moving average process based on widely orthant dependent random variables, Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications, Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications, Moment inequalities for \(m\)-negatively associated random variables and their applications, Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations, Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications, Complete consistency for the weighted least squares estimators in semiparametric regression models, Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models, Complete moment convergence for moving average process based on m-WOD random variables, Unnamed Item, On complete and complete moment convergence for weighted sums of ANA random variables and applications, Convergence of asymptotically almost negatively associated random variables with random coefficients, Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations, Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems, Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables, Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications, Weak law of large numbers and complete convergence for general dependent sequences, Equivalent conditions of complete convergence and complete moment convergence for END random variables, Strong convergence for weighted sums of widely orthant dependent random variables and applications, Laws of large numbers and complete convergence for WOD random variables and their applications, A Rosenthal-type inequality for some classes of dependent random variables and its applications, Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models, 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 complete convergence of weighted sums for widely orthant dependent random variables, The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model, Strong convergence properties for arrays of rowwise negatively orthant dependent random variables, Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors, Complete moment convergence for Sung's type weighted sums of \(B\)-valued random elements, COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL, Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications, COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS, Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application, Asymptotic property of \(M\) estimator in classical linear models under dependent random errors, Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models, Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation, Precise large deviations for widely orthant dependent random variables with different distributions, Upper and lower bounds of large deviations for some dependent sequences, Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data, Asymptotic properties of LS estimators in the errors-in-variables model with MD errors, A Spitzer-type law of large numbers for widely orthant dependent random variables, On consistency of the weighted least squares estimators in a semiparametric regression model, The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples, Complete consistency of estimators for regression models based on extended negatively dependent errors, Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models, Complete moment convergence for arrays of rowwise NSD random variables, Complete \(q\)-th moment convergence and its statistical applications, Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications, Strong laws of large numbers for arrays of row-wise extended negatively dependent random variables with applications, Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application, Probability inequalities for sums of WUOD random variables and their applications, Complete consistency for recursive probability density estimator of widely orthant dependent samples, 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, Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors, Complete convergence for weighted sums of END random variables and its application to nonparametric regression models, On the strong convergence of weighted sums of widely dependent random variables, On complete consistency for the weighted estimator of nonparametric regression models, Complete convergence for weighted sums of widely orthant-dependent random variables, Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples, THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS, Asymptotic bounds for precise large deviations in a compound risk model under dependence structures, The consistency of the nearest neighbor estimator of the density function based on WOD samples, Complete convergence for weighted sums of NSD random variables and its application in the EV regression model, Exponential probability inequalities for WNOD random variables and their applications, Complete f-moment convergence of moving average process and its application to nonparametric regression models



Cites Work