The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors
From MaRDI portal
Publication:4561063
DOI10.7153/jmi-2018-12-58zbMath1403.62067OpenAlexW2894467208MaRDI QIDQ4561063
Weifeng Xu, Yi Wu, Rui Zhang, Huiling Jiang, Xue-jun Wang
Publication date: 10 December 2018
Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7153/jmi-2018-12-58
mean consistencynearest neighbor estimator\(m\)-extended negatively dependent random variablesfixed design regression models
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items
Consistency of nearest neighbor estimator of density function for \(m\)-END samples ⋮ Complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent random variables ⋮ Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications ⋮ Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
Cites Work
- Unnamed Item
- Unnamed Item
- Probability inequalities for END sequence and their applications
- The consistency for estimator of nonparametric regression model based on NOD errors
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Precise large deviations for dependent random variables with heavy tails
- Weak and universal consistency of moving weighted averages
- Nonparametric function recovering from noisy observations
- Consistent nonparametric multiple regression: the fixed design case
- Consistent regression estimation with fixed design points under dependence conditions
- Fixed design regression for time series: Asymptotic normality
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
- 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
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Exponential probability inequality for \(m\)-END random variables and its applications
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- CONVERGENCE PROPERTIES OF THE PARTIAL SUMS FOR SEQUENCES OF END RANDOM VARIABLES
- ON THE COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
- Complete convergence and complete moment convergence for arrays of rowwise END random variables
- Fixed-design regression for linear time series