Complete consistency of estimators for regression models based on extended negatively dependent errors

DOI10.1007/s00362-016-0771-xzbMath1401.62074OpenAlexW2343529823MaRDI QIDQ725667

Shuhe Hu, Ling Chen, Wenzhi Yang, Haiyun Xu

Publication date: 2 August 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0771-x

zbMATH Keywords

least squares estimatorregression modelcomplete consistency\(r\)th-mean consistencyEND sequences

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (37)

Strong law of large numbers for weighted sums of random variables and its applications in EV regression models ⋮ Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses ⋮ Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models ⋮ Weighted version of strong law of large numbers for a class of random variables and its applications ⋮ Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors ⋮ Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models ⋮ Complete consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Complete moment convergence for m-END random variables with application to non-parametric regression models ⋮ Complete moment convergence for double-indexed randomly weighted sums and its applications ⋮ Complete convergence of randomly weighted END sequences and its application ⋮ Complete convergence for weighted sums of WNOD random variables and its applications ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables ⋮ Laws of large numbers and complete convergence for WOD random variables and their applications ⋮ Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables ⋮ An exponential inequality and its application to \(M\) estimators in multiple linear models ⋮ Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL ⋮ Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications ⋮ Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples ⋮ Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models ⋮ Complete moment convergence for weighted sums of extended negatively dependent random variables ⋮ Complete \(q\)-th moment convergence and its statistical applications ⋮ Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications ⋮ On the consistency of the P-C estimator in a nonparametric regression model ⋮ On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors ⋮ Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models ⋮ On consistency of wavelet estimator in nonparametric regression models ⋮ On complete consistency for the weighted estimator of nonparametric regression models ⋮ Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors ⋮ Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models ⋮ THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS ⋮ A note on the complete consistency for the weighted linear estimator of nonparametric regression models ⋮ Complete f-moment convergence of moving average process and its application to nonparametric regression models

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