Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
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Cites work
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- A strong law of large numbers for arrays of rowwise negatively dependent random variables
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Complete Convergence and the Law of Large Numbers
- Complete convergence and almost sure convergence of weighted sums of random variables
- Complete convergence for arrays of rowwise negatively orthant dependent random variables
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- Complete convergence for weighted sums of negatively dependent random variables
- Complete convergence for weighted sums of sequences of negatively dependent random variables
- Complete convergence of weighted sums under negative dependence
- Complete moment convergence for weighted sums of negatively orthant dependent random variables
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Consistent nonparametric multiple regression: the fixed design case
- Consistent regression estimation with fixed design points under dependence conditions
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- On a Theorem of Hsu and Robbins
- On complete moment convergence for arrays of rowwise negatively associated random variables
- On the Strong Rates of Convergence for Arrays of Rowwise Negatively Dependent Random Variables
- On the exponential inequalities for negatively dependent random variables
- On the strong convergence rate for weighted sums of arrays of rowwise negatively orthant dependent random variables
- Rosenthal's type inequalities for negatively orthant dependent random variables
- Some strong limit theorems for arrays of rowwise negatively orthant-dependent random variables
- The Strong Law of Large Numbers for Negatively Dependent Generalized Gaussian Random Variables
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- The strong consistency of M estimator in a linear model for negatively dependent random samples
- Weak and universal consistency of moving weighted averages
Cited in
(21)- Some strong convergence properties for randomly weighted maximum partial sums of END random variables with statistical applications
- Complete moment convergence for arrays of rowwise negatively associated random variables and its application in non-parametric regression model
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
- A general result on complete f -moment convergence with its application to nonparametric regression models
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models
- Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
- Complete \(q\)-th moment convergence and its statistical applications
- Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations
- scientific article; zbMATH DE number 7232970 (Why is no real title available?)
- Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors
- Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors
- Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
- Complete f -moment convergence for maximum of weighted sums of martingale differences and its statistical applications
- Complete convergence and complete moment convergence for weighted sums of m -extended negatively dependent random variables and an application
- The Marcinkiewicz laws for weighted sums of heavy-tailed random variables and applications to the value-at-risk estimators and semiparametric regression models
- Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
- Convergence properties for randomly weighted sums of ρ -mixing sequences with related statistical applications
- Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
- Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models
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