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
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
Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15)
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Cited In (43)
- 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
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- Statistical inference for a heteroscedastic regression model with φ-mixing errors
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- Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples
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- 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
- 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
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- A note on the consistency for the estimators of semiparametric regression model
- ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL
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- 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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