Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
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Publication:5263986
DOI10.1080/02331888.2014.888431zbMATH Open1367.62152OpenAlexW2025831585MaRDI QIDQ5263986FDOQ5263986
Authors: L. L. Zheng, Chen Xu, Shuhe Hu, Xuejun Wang 
Publication date: 20 July 2015
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2014.888431
Recommendations
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)
Cites Work
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Cited In (67)
- Large deviations for randomly weighted least squares estimator in a nonlinear regression model
- COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES
- L r convergence for arrays of rowwise m -extended negatively dependent random variables
- Complete f -moment convergence for randomly weighted sums of extended negatively dependent random variables
- Complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent random variables
- Title not available (Why is that?)
- Convergence of asymptotically negatively associated random variables with random coefficients
- On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
- Complete convergence and complete moment convergence for extended negatively dependent random variables
- THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS
- Exponential probability inequalities for WNOD random variables and their applications
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
- Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
- Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments
- Complete moment convergence for the dependent linear processes with random coefficients
- Complete moment convergence for randomly weighted sums of END sequences and its applications
- Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
- L^r convergence for weighted sums of extended negatively dependent random variables
- Precise asymptotics for complete integral convergence under sublinear expectations
- 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
- The consistency for the estimators of semiparametric regression model with dependent samples
- Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
- Equivalent conditions of complete moment convergence for extended negatively dependent random variables
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- The Kaplan–Meier estimator and hazard estimator for censored END survival time observations
- Complete convergence of randomly weighted END sequences and its application
- Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors
- Complete moment convergence of extended negatively dependent random variables
- A note on the complete consistency for the weighted linear estimator of nonparametric regression models
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
- Exponential probability inequality for \(m\)-END random variables and its applications
- Complete \(f\)-moment convergence for extended negatively dependent random variables
- Complete \(q\)-th moment convergence and its statistical applications
- Weighted version of strong law of large numbers for a class of random variables and its applications
- ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL
- Convergence of asymptotically almost negatively associated random variables with random coefficients
- Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
- Title not available (Why is that?)
- Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications
- Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
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- Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models
- On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors
- On consistency of wavelet estimator in nonparametric regression models
- Complete consistency for the estimator of nonparametric regression model based on \(m\)-END 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 moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
- Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
- On the consistency of the P-C estimator in a nonparametric regression model
- Equivalent conditions of complete convergence and complete moment convergence for END random variables
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications
- Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
- On consistency of the weighted least squares estimators in a semiparametric regression model
- The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
- Complete moment convergence for weighted sums of extended negatively dependent random variables
- On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications
- On complete consistency for the weighted estimator of nonparametric regression models
- The asymptotic normality of the linear weighted estimator in nonparametric regression models
- Consistency of nearest neighbor estimator of density function for \(m\)-END samples
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