Estimation of regression functions in nonparametric regression models based on exponential martingale differences

MaRDI QIDQ5452819zbMATHFDO

Authors Xiaohong Yin, Yu Miao, Qing Long Yang

Publication date 4 April 2008

zbMATH Keywords

strong consistencykernel estimates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
• Wavelet estimation in nonparametric model under martingale difference errors
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Convergence rate of estimates of regression functions under martingale difference sequences
• scientific article; zbMATH DE number 1500163

Cited in

(4)

• Strong consistency of regression function estimator with martingale difference errors
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Complete convergence of weighted sums of martingale differences and statistical applications
• Nonparametric regression with martingale increment errors

This page was built for publication: Estimation of regression functions in nonparametric regression models based on exponential martingale differences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5452819)