Large deviations for randomly weighted least squares estimator in a nonlinear regression model
From MaRDI portal
Publication:6566362
Cites work
- \(L_1\)-norm estimation and random weighting method in a semiparametric model
- A large deviation result for parameter estimators and its application to nonlinear regression analysis
- Almost sure convergence for weighted sums of extended negatively dependent random variables
- An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
- An exponential inequality for a NOD sequence and a strong law of large numbers
- Approximation to the distribution of LAD estimators for censored regression by random weighting method
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic theory of nonlinear least squares estimation
- Complete \(f\)-moment convergence for extended negatively dependent random variables
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- Computer generation of dirichlet random vectors
- Consistency for the least squares estimator in nonlinear regression model
- Dirichlet and Related Distributions
- scientific article; zbMATH DE number 3963008 (Why is no real title available?)
- scientific article; zbMATH DE number 4043055 (Why is no real title available?)
- scientific article; zbMATH DE number 879949 (Why is no real title available?)
- Large deviation for a least squares estimator in a nonlinear regression model
- Large deviation inequalities of LS estimator in nonlinear regression models
- Law of large numbers for sample mean of random weighting estimate.
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Negative association of random variables, with applications
- On complete convergence for an extended negatively dependent sequence
- 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
- Probability inequalities for END sequence and their applications
- Random weighting estimation of kernel density
- Random weighting, asymptotic counting, and inverse isoperimetry
- Some Concepts of Dependence
- Some concepts of negative dependence
- The Consistency of Nonlinear Regressions
- The large deviation results for the nonlinear regression model with dependent errors
- The rate of convergence for the least squares estimator in nonlinear regression model with dependent errors.
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
- The strong law of large numbers for extended negatively dependent random variables
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
This page was built for publication: Large deviations for randomly weighted least squares estimator in a nonlinear regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6566362)