Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables

DOI10.7153/jmi-2023-17-82OpenAlexW4391457070WikidataQ128885778 ScholiaQ128885778MaRDI QIDQ6200288

Liwang Ding, Caoqing Jiang

Publication date: 29 February 2024

Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/jmi-2023-17-82

zbMATH Keywords

strong consistencynegatively superadditive dependent random variablescomplete consistencywavelet estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Cites Work

• Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
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• Complete moment convergence for weighted sums of negatively superadditive dependent random variables
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• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors
• Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
• Wavelet Methods for Curve Estimation
• Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
• Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
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• Statistical inference for a heteroscedastic regression model with φ-mixing errors
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