scientific article; zbMATH DE number 1542509

MaRDI QIDQ4520185zbMATH OpenFDO

Authors Shanchao Yang

Publication date 8 July 2001

zbMATH Keywords

asymptotic normalityregressionstrong mixingmoment inequalityweight estimatefixed design

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15)

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• Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
• A central limit theorem for strong mixing sequence and its application in regression model
• A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
• Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses
• Exponential inequalities for associated random variables and strong laws of large numbers

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