The consistency for estimator of nonparametric regression model based on NOD errors

DOI10.1186/1029-242X-2012-140zbMATH Open1294.62072WikidataQ59289451 ScholiaQ59289451MaRDI QIDQ372190FDOQ372190

Authors: Wenzhi Yang, Xinghui Wang, Shuhe Hu, Xuejun Wang 

Publication date: 14 October 2013

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

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zbMATH Keywords

almost sure convergenceconvergence ratenearest neighbor weightsNOD sequence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cites Work

• Some Concepts of Dependence
• Negative association of random variables, with applications
• A note on the almost sure convergence of sums of negatively dependent random variables
• Exponential inequalities and inverse moment for NOD sequence
• The Bahadur representation for sample quantile under NOD sequence
• Strong convergence of pairwise NQD random sequences
• Weak and universal consistency of moving weighted averages
• Consistent nonparametric multiple regression: the fixed design case
• Consistent regression estimation with fixed design points under dependence conditions
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
• Fixed design regression for time series: Asymptotic normality
• On the exponential inequalities for negatively dependent random variables
• Asymptotics of estimators in semi-parametric model under NA samples
• Strong limit theorems for weighted sums of NOD sequence and exponential inequalities
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• An exponential inequality for a NOD sequence and a strong law of large numbers

Cited In (31)

• Complete convergence for weighted sums of WNOD random variables and its applications
• Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
• Complete moment convergence for randomly weighted sums of END sequences and its applications
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
• The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors
• On \(r\)-th mean consistency of regression model estimates under NA error sequences
• The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences
• Complete consistency of estimators for regression models based on extended negatively dependent errors
• Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables
• Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
• Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
• Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
• Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences
• Weighted sums of strongly mixing random variables with an application to nonparametric regression
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
• Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors
• Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
• Complete moment convergence for m-END random variables with application to non-parametric regression models
• Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
• Large deviation for a least squares estimator in a nonlinear regression model
• Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications
• Complete consistency of the estimator of nonparametric regression model under ND sequence
• On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors
• Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
• A general result on complete convergence for weighted sums of linear processes and its statistical applications
• Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications
• The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
• On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
• The asymptotic normality of the linear weighted estimator in nonparametric regression models

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