Complete consistency of the estimator of nonparametric regression model under ND sequence
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Cites work
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- scientific article; zbMATH DE number 879949 (Why is no real title available?)
- scientific article; zbMATH DE number 5233805 (Why is no real title available?)
- A complete convergence theorem for weighted sums of arrays of rowwise negatively dependent random variables
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- An exponential inequality for a NOD sequence and a strong law of large numbers
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- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Complete Convergence and the Law of Large Numbers
- Complete convergence for arrays of rowwise negatively orthant dependent random variables
- Complete convergence for weighted sums of negatively dependent random variables
- Complete convergence of weighted sums under negative dependence
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Consistent nonparametric multiple regression: the fixed design case
- Consistent nonparametric regression. Discussion
- Consistent regression estimation with fixed design points under dependence conditions
- Exponential inequalities and inverse moment for NOD sequence
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- Fixed-design regression for linear time series
- Fixed-design regression for linear time series
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- Nonparametric function recovering from noisy observations
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- On a Theorem of Hsu and Robbins
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- Some strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
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- Weak and universal consistency of moving weighted averages
Cited in
(35)- On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables
- 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
- 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
- Complete moment convergence for arrays of rowwise negatively associated random variables and its application in non-parametric regression model
- Complete and complete moment convergence for randomly weighted sums of \(\rho^*\)-mixing random variables and its applications
- Consistency of estimator of nonparametric regression function for arrays of rowwise NSD
- Complete consistency and asymptotic normality for the weighted estimator in a nonparametric regression model under dependent errors
- The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- The consistency for estimator of nonparametric regression model based on NOD errors
- Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models
- The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
- The consistency and complete convergence of estimators in non-parametric regression model with END sequences
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- The consistency of estimator under fixed design regression model with NQD errors
- A note on the complete consistency for the weighted linear estimator of nonparametric regression models
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences
- The complete consistency of estimator in nonparametric regression model with martingale difference errors
- Consistencia de un estimador no parametrico, recursivo, de la regresion bajo condiciones generales
- scientific article; zbMATH DE number 7232970 (Why is no real title available?)
- Complete moment convergence for m-END random variables with application to non-parametric regression models
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
- Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models
- On complete and complete moment convergence for weighted sums of ANA random variables and applications
- 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
- Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
- Laws of large numbers and complete convergence for WOD random variables and their applications
- On the consistency of the P-C estimator in a nonparametric regression model
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models
- Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
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