Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors

DOI10.1080/02331888.2014.888431MaRDI QIDQ5263986zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

extended negatively dependent random variablescomplete consistencynearest neighbour weights

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

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Cites work

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• The strong law of large numbers for extended negatively dependent random variables
• Weak and universal consistency of moving weighted averages

Cited in

(75)

• Consistency of nearest neighbor estimator of density function for \(m\)-END samples
• The asymptotic normality of the linear weighted estimator in nonparametric regression models
• 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
• 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
• Uniformly strong consistency of the generalized edge frequency polygon density estimator under extended negatively dependent samples
• On consistency of LS estimators in the errors-in-variable regression model
• Large deviations for randomly weighted 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
• Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
• Complete moment convergence for the dependent linear processes with random coefficients
• Complete moment convergence for randomly weighted sums of END sequences and its applications
• Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
• Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
• Asymptotic properties of the recursive kernel density estimate for extended negatively dependent samples
• The consistency and complete convergence of estimators in non-parametric regression model with END sequences
• Complete consistency of estimators for regression models based on extended negatively dependent errors
• Precise asymptotics for complete integral convergence under sublinear expectations
• 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
• 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 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
• The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors
• Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
• On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence
• Complete convergence and complete moment convergence for weighted sums of m-extended negatively dependent random variables
• Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with -mixing errors
• Complete convergence of randomly weighted END sequences and its application
• Complete moment convergence of extended negatively dependent random variables
• Complete f-moment convergence for m-WOD linear processes with random coefficients and its application
• Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
• A note on the complete consistency for the weighted linear estimator of nonparametric regression models
• Exponential probability inequality for \(m\)-END random variables and its applications
• Complete convergence and complete moment convergence theorems for weighted sums of arrays of rowwise extended negatively dependent random variables
• Complete \(f\)-moment convergence for extended negatively dependent random variables
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments
• 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
• scientific article; zbMATH DE number 7232970 (Why is no real title available?)
• Convergence of asymptotically almost negatively associated random variables with random coefficients
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• Complete moment convergence of double-indexed randomly weighted sums of mixing sequences
• Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications
• Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
• Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
• Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models
• 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
• On consistency of wavelet estimator in nonparametric regression models
• Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
• The mean consistency of the weighted estimator in the fixed design regression models based on \(m\)-END errors
• Complete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression models
• A general result on complete convergence for weighted sums of linear processes and its statistical applications
• Complete f -moment convergence for maximum of weighted sums of martingale differences and its statistical applications
• 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
• The Kaplan-Meier estimator and hazard estimator for censored END survival time observations
• On Chung's law of large numbers for arrays of extended negatively dependent random variables
• 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
• Convergence of asymptotically negatively associated random variables with random coefficients
• 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
• L^r convergence for weighted sums of extended negatively dependent random variables
• On complete consistency for the weighted estimator of nonparametric regression models

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