scientific article; zbMATH DE number 7232970
From MaRDI portal
Publication:3305764
Recommendations
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors
- Complete consistency of the estimator of nonparametric regression model under ND sequence
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences
- On complete consistency for the weighted estimator of nonparametric regression models
- The complete consistency of estimator in nonparametric regression model with martingale difference errors
- The strong consistency of M estimator in a linear model for negatively dependent random samples
Cites work
- A strong law of large numbers for arrays of rowwise negatively dependent random variables
- An exponential inequality for a NOD sequence and a strong law of large numbers
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Asymptotic normality of wavelet estimator in heteroscedastic model with -mixing errors
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
- Bootstrap approximation of wavelet estimates in a semiparametric regression model
- Complete consistency of the estimator of nonparametric regression model under ND sequence
- Complete convergence for arrays of rowwise negatively orthant dependent random variables
- Complete convergence for weighted sums of sequences of negatively dependent random variables
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- Consistent nonparametric multiple regression: the fixed design case
- Exponential inequalities and inverse moment for NOD sequence
- Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
- scientific article; zbMATH DE number 3945085 (Why is no real title available?)
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Negative association of random variables, with applications
- Nonparametric function recovering from noisy observations
- On complete consistency for the weighted estimator of nonparametric regression models
- On complete convergence for weighted sums of arrays of rowwise END random variables and its statistical applications
- On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors
- On the strong convergence rate for weighted sums of arrays of rowwise negatively orthant dependent random variables
- Strong limit theorems for weighted sums of NOD sequence and exponential inequalities
- The Bahadur representation for sample quantile under NOD sequence
- Wavelet estimation in varying coefficient models for censored dependent data
- Wavelet Methods for Curve Estimation
- Weak and universal consistency of moving weighted averages
Cited in
(6)- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors
- Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
- The strong consistency of wavelet estimator in the nonparametric regression model under NOD errors
- scientific article; zbMATH DE number 1931548 (Why is no real title available?)
- Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3305764)