The consistency for estimator of nonparametric regression model based on NOD errors
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Cites work
- A note on the almost sure convergence of sums of negatively dependent random variables
- An exponential inequality for a NOD sequence and a strong law of large numbers
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Asymptotics of estimators in semi-parametric model under NA samples
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Consistent nonparametric multiple regression: the fixed design case
- Consistent regression estimation with fixed design points under dependence conditions
- Exponential inequalities and inverse moment for NOD sequence
- Fixed design regression for time series: Asymptotic normality
- Negative association of random variables, with applications
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations
- On the exponential inequalities for negatively dependent random variables
- Some Concepts of Dependence
- Strong convergence of pairwise NQD random sequences
- Strong limit theorems for weighted sums of NOD sequence and exponential inequalities
- The Bahadur representation for sample quantile under NOD sequence
- Weak and universal consistency of moving weighted averages
Cited in
(34)- Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables
- Complete convergence for weighted sums of WNOD random variables and its applications
- The consistency of estimator under fixed design regression model with NQD errors
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of \(R\)-\(h\)-integrability and its applications
- Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Complete moment convergence for randomly weighted sums of END sequences and its applications
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
- The consistency for the estimator of nonparametric regression model based on martingale difference errors
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- The mean consistency of the weighted estimator in the fixed design regression models based on \(m\)-END errors
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- Consistency of estimator of nonparametric regression function for arrays of rowwise NSD
- On \(r\)-th mean consistency of regression model estimates under NA error sequences
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications
- Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors
- The asymptotic normality of the linear weighted estimator in nonparametric regression models
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Weighted sums of strongly mixing random variables with an application to nonparametric regression
- The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- Complete consistency of the estimator of nonparametric regression model under ND sequence
- The strong consistency of wavelet estimator in the nonparametric regression model under NOD errors
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- Large deviation for a least squares estimator in a nonlinear regression model
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences
- On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors
- Complete moment convergence for m-END random variables with application to non-parametric regression models
- A general result on complete convergence for weighted sums of linear processes and its statistical applications
- On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
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