On asymptotic approximation of inverse moments for a class of nonnegative random variables
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Cites work
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- The convergence rate for a \(K\)-functional in learning theory
Cited in
(49)- On asymptotic approximation of ratio models for weakly dependent sequences
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
- Uniform strong consistency of histogram density estimation for φ -mixing samples
- Uniformly strong consistency of the generalized edge frequency polygon density estimator under extended negatively dependent samples
- On consistency of LS estimators in the errors-in-variable regression model
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R-h-integrability and its applications
- Statistical inference for a heteroscedastic regression model with φ-mixing errors
- Moment Inequalities for m-NOD Random Variables and Their Applications
- Equivalent conditions of complete moment and integral convergence for a class of dependent random variables
- On the strong convergence properties for weighted sums of negatively orthant dependent random variables
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
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- scientific article; zbMATH DE number 5226479 (Why is no real title available?)
- Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples
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- Complete moment convergence for arrays of rowwise widely orthant dependent random variables
- The consistency for the estimators of semiparametric regression model with dependent samples
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- A note on the inverse moments for nonnegative -mixing random variables
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- On the asymptotic approximation of inverse moment for non negative random variables
- The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- A note on asymptotic approximations of inverse moments of nonnegative random variables
- On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
- Asymptotic approximation of inverse moments of nonnegative random variables
- The Berry-Esseen bound for -mixing random variables and its applications in nonparametric regression model
- Some convergence properties for the maximum of partial sums of \(m\)-negatively associated random variables
- A note on the consistency for the estimators of semiparametric regression model
- Hajek-Renyi-type inequality and strong law of large numbers for END sequences
- A note on the inverse moment for the non negative random variables
- On the strong convergence for weighted sums of negatively superadditive dependent random variables
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors
- The consistency of the nearest neighbor estimator of the density function based on WOD samples
- The asymptotic properties of the estimators in a semiparametric regression model
- Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
- Asymptotics for the linear kernel quantile estimator
- On consistency of wavelet estimator in nonparametric regression models
- The Bahadur representation of sample quantiles for -mixing random variables and its application
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- The mean consistency of the weighted estimator in the fixed design regression models based on \(m\)-END errors
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications
- Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
- Complete convergence of moving average process based on widely orthant dependent random variables
- Complete consistency for recursive probability density estimator of widely orthant dependent samples
- On the asymptotic approximation of inverse moment under sub-linear expectations
- 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
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