On asymptotic approximation of inverse moments for a class of nonnegative random variables
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Publication:2934865
DOI10.1080/02331888.2013.801480zbMATH Open1305.62193OpenAlexW2074292363MaRDI QIDQ2934865FDOQ2934865
Authors: Aiting Shen 
Publication date: 22 December 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2013.801480
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Cited In (46)
- Uniform strong consistency of histogram density estimation for φ -mixing samples
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
- THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS
- 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
- Title not available (Why is that?)
- The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors
- On the strong convergence forweighted sums of negatively superadditive dependent random variables
- Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples
- Approximations to inverse moments of double-indexed weighted sums
- The Bahadur representation of sample quantiles for φ-mixing random variables and its application
- L r convergence for arrays of rowwise m -extended negatively dependent random variables
- The inverse moment for widely orthant dependent random variables
- Complete moment convergence for arrays of rowwise widely orthant dependent random variables
- The consistency for the estimators of semiparametric regression model with dependent samples
- Statistical estimation for heteroscedastic semiparametric regression model with random errors
- On inverse moments for a class of nonnegative random variables
- A note on the inverse moments for nonnegative \(\rho\)-mixing random variables
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
- A note on asymptotic approximations of inverse moments of nonnegative random variables
- Asymptotic approximation of inverse moments of nonnegative random variables
- Some convergence properties for the maximum of partial sums of \(m\)-negatively associated random variables
- Hajek–Renyi-type inequality and strong law of large numbers for END sequences
- A note on the consistency for the estimators of semiparametric regression model
- ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL
- 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
- Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
- The asymptotic properties of the estimators in a semiparametric regression model
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications
- Asymptotics for the linear kernel quantile estimator
- On consistency of wavelet estimator in nonparametric regression models
- Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds
- Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its 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
- Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
- The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model
- On the asymptotic approximation of inverse moment under sub-linear expectations
- On asymptotic approximation of ratio models for weakly dependent sequences
- On complete consistency for the weighted estimator of nonparametric regression models
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