Complete consistency and asymptotic normality for the weighted estimator in a nonparametric regression model under dependent errors
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Cites work
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- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Complete consistency of the estimator of nonparametric regression model under ND sequence
- Complete convergence for weighted sums of END random variables and its application to nonparametric regression models
- Consistency properties for the estimators of partially linear regression model under dependent errors
- Exponential probability inequalities for WNOD random variables and their applications
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Multilinear forms and measures of dependence between random variables
- Nonparametric regression analysis of longitudinal data
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Some general strong laws for weighted sums of stochastically dominated random variables
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
- Strong convergence theorems of weighted sum for \((\alpha,\beta)\) mixing sequences
- Strong laws of large numbers for weighted sums of random elements in normed linear spaces
- Strong limit theorems for \((\alpha,\beta)\)-mixing random variable sequences
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