The consistency for the estimator of nonparametric regression model based on martingale difference errors

DOI10.1007/S00362-015-0662-6zbMATH Open1345.62067OpenAlexW2150547644MaRDI QIDQ284200FDOQ284200

Authors: Zhiyong Chen, Hai-Bin Wang, Xuejun Wang 

Publication date: 17 May 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0662-6

Recommendations

• Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
• The complete consistency of estimator in nonparametric regression model with martingale difference errors
• Asymptotic properties for estimates of nonparametric regression model with martingale difference errors
• Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
• Strong consistency of regression function estimator with martingale difference errors
• Estimation of regression functions in nonparametric regression models based on exponential martingale differences
• scientific article; zbMATH DE number 4052852
• Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
• The consistency for estimator of nonparametric regression model based on NOD errors
• Moment consistency of estimators in heteroscedastic partially linear models under martingale difference errors

zbMATH Keywords

strong consistencymartingale difference sequencecomplete consistencymean consistencynearest neighbor weights

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Strong convergence for sequences of asymptotically almost negatively associated random variables
• Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
• A complete convergence theorem for weighted sums of arrays of rowwise negatively dependent random variables
• On the strong convergence rate for weighted sums of arrays of rowwise negatively orthant dependent random variables
• 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
• A law of large numbers for identically distributed martingale differences
• Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
• Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Limiting behavior of moving average processes of martingale difference sequences
• Strong consistency of a class of estimators in partial linear models under martingale difference sequences
• Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
• Title not available (Why is that?)
• The consistency for estimator of nonparametric regression model based on NOD errors
• When bubbles burst: econometric tests based on structural breaks
• Title not available (Why is that?)
• Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
• Title not available (Why is that?)
• Convergence of Sums of Squares of Martingale Differences
• Fixed-design regression for linear time series
• Complete convergence of weighted sums of martingale differences
• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case

Cited In (31)

• Nearest neighbor estimators in semi-parametric and errors in variables regression models in the martingale difference errors sequence case
• Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
• The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
• Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences
• The consistency for estimator of nonparametric regression model based on NOD errors
• The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
• 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
• \(k\)NN estimation in functional partial linear modeling
• Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications
• Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite \(r\)th moments
• Estimation of regression functions in nonparametric regression models based on exponential martingale differences
• Title not available (Why is that?)
• 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
• Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors
• Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
• Wavelet estimation of a regression model with mixed noises
• Complete convergence of weighted sums of martingale differences and statistical applications
• Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
• On consistency of wavelet estimator in nonparametric regression models
• Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
• Strong consistency of regression function estimator with martingale difference errors
• Complete moment convergence for m-ANA random variables and statistical applications
• A general result on complete convergence for weighted sums of linear processes and its statistical applications
• Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
• Asymptotic properties for estimates of nonparametric regression model with martingale difference errors
• A Berry–Esseen theorem for sample quantiles under martingale difference sequences
• Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors

This page was built for publication: The consistency for the estimator of nonparametric regression model based on martingale difference errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q284200)