Pages that link to "Item:Q284200"
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The following pages link to The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200):
Displaying 25 items.
- The consistency for estimator of nonparametric regression model based on NOD errors (Q372190) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications (Q1683634) (← links)
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences (Q1938329) (← links)
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples (Q2029209) (← links)
- On consistency of wavelet estimator in nonparametric regression models (Q2066532) (← links)
- The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors (Q2066533) (← links)
- Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors (Q2072948) (← links)
- \(k\)NN estimation in functional partial linear modeling (Q2175665) (← links)
- Strong consistency of regression function estimator with martingale difference errors (Q2669045) (← links)
- Complete consistency for the estimator of nonparametric regression model based on \(m\)-END errors (Q2669056) (← links)
- Complete moment convergence for <i>m</i>-ANA random variables and statistical applications (Q3390485) (← links)
- Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite <i>r</i>th moments (Q5004989) (← links)
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors (Q5079044) (← links)
- Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model (Q5086709) (← links)
- The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors (Q5110207) (← links)
- Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications (Q5147244) (← links)
- A general result on complete convergence for weighted sums of linear processes and its statistical applications (Q5384674) (← links)
- Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors (Q6089134) (← links)
- Complete convergence of weighted sums of martingale differences and statistical applications (Q6102223) (← links)
- Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences (Q6109135) (← links)
- Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors (Q6549195) (← links)
- Wavelet estimation of a regression model with mixed noises (Q6644961) (← links)
