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

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

Cites Work

Some Concepts of Dependence
Negative association of random variables, with applications
Precise large deviations for dependent random variables with heavy tails
Precise large deviations for random sums of END real-valued random variables with consistent variation
Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables
The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
On the strong convergence rate for weighted sums of arrays of rowwise negatively orthant dependent 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
Basic renewal theorems for random walks with widely dependent increments
Necessary and sufficient conditions for moderate deviations of 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
Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
Fixed-design regression for linear time series
Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
Fixed design regression for time series: Asymptotic normality
Precise large deviations of random sums in presence of negative dependence and consistent variation
CONVERGENCE PROPERTIES OF THE PARTIAL SUMS FOR SEQUENCES OF END RANDOM VARIABLES

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
Complete moment convergence of double-indexed randomly weighted sums of mixing sequences
Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications
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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