Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
From MaRDI portal
Publication:2567117
DOI10.1016/j.jmva.2004.06.004zbMath1070.62022OpenAlexW1966037610MaRDI QIDQ2567117
Publication date: 29 September 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2004.06.004
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (90)
Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications ⋮ Weighted version of strong law of large numbers for a class of random variables and its applications ⋮ Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications ⋮ Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors ⋮ 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 ⋮ Exponential probability inequality for \(m\)-END random variables and its applications ⋮ Unnamed Item ⋮ Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors ⋮ Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes ⋮ Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors ⋮ Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors ⋮ The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors ⋮ On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications ⋮ The asymptotic normality of the linear weighted estimator in nonparametric regression models ⋮ Complete consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ 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 convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications ⋮ The consistency for estimator of nonparametric regression model based on NOD errors ⋮ M-test in linear models with negatively superadditive dependent errors ⋮ 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 ⋮ Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model ⋮ Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications ⋮ Strong consistency of regression function estimator with martingale difference errors ⋮ 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 ⋮ Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations ⋮ Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables ⋮ Complete convergence for maximum of weighted sums of WNOD random variables and its application ⋮ CLT of wavelet estimator in semiparametric model with correlated errors ⋮ Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors ⋮ Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors ⋮ Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences ⋮ Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences ⋮ Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation ⋮ Weighted probability density estimator with updated bandwidths ⋮ Universal kernel-type estimation of random fields ⋮ Strong convergence for weighted sums of widely orthant dependent random variables and applications ⋮ Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models ⋮ Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables ⋮ A remark on the Bahadur representation of sample quantiles for negatively associated sequences ⋮ Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications ⋮ Pointwise wavelet estimation of density function with change-points based on NA and biased sample ⋮ Berry-Esseen bounds for density estimates under NA assumption ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ A general result on complete convergence for weighted sums of linear processes and its statistical applications ⋮ COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL ⋮ Complete moment convergence for (α,β)-mixing random variables and its application ⋮ Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications ⋮ Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models ⋮ The Bahadur representation for sample quantiles under negatively associated sequence ⋮ Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors ⋮ Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors ⋮ The consistency of estimator under fixed design regression model with NQD errors ⋮ Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure ⋮ The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences ⋮ A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure ⋮ Berry-Esseen type bounds in heteroscedastic semi-parametric model ⋮ Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples ⋮ Complete consistency of estimators for regression models based on extended negatively dependent errors ⋮ The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences ⋮ On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models ⋮ Complete consistency of the estimator of nonparametric regression model under ND sequence ⋮ Complete \(q\)-th moment convergence and its statistical applications ⋮ Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application ⋮ Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors ⋮ Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications ⋮ 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 ⋮ The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors ⋮ Complete convergence for weighted sums of END random variables and its application to nonparametric regression models ⋮ On complete consistency for the weighted estimator of nonparametric regression models ⋮ Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models ⋮ Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors ⋮ On a semiparametric regression model whose errors form a linear process with negatively associated innovations ⋮ Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations ⋮ Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models ⋮ THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS ⋮ Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models ⋮ A note on the complete consistency for the weighted linear estimator of nonparametric regression models ⋮ The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model ⋮ Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process ⋮ Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables ⋮ Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors ⋮ Asymptotic properties for estimates of nonparametric regression model with martingale difference errors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Weak and universal consistency of moving weighted averages
- Nonparametric function recovering from noisy observations
- Consistent nonparametric multiple regression: the fixed design case
- Consistent regression estimation with fixed design points under dependence conditions
- Fixed design regression for time series: Asymptotic normality
- A note on the almost sure convergence of sums of negatively dependent random variables
- Kaplan-Meier estimator under association
- Asymptotic normality of random fields of positively or negatively associated processes
- Complete convergence for weighted sums of negatively associated random variables
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Asymptotic normality of the kernel estimate of a probability density function under association
- The law of iterated logarithm for negatively associated random variables
- Negative association of random variables, with applications
- Berry-esseen bounds for smooth estimator of a distribution function under association
- Fixed-design regression for linear time series
This page was built for publication: Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
