Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples

DOI10.1007/s00362-018-1050-9zbMath1461.62048OpenAlexW2894410565WikidataQ129187940 ScholiaQ129187940MaRDI QIDQ2029209

Yongming Li, Liwang Ding, Ping Chen

Publication date: 3 June 2021

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

Full work available at URL: https://doi.org/10.1007/s00362-018-1050-9

zbMATH Keywords

consistencyregression modelwavelet estimatorextended negatively dependent samples

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Unnamed Item ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors ⋮ Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors

Cites Work

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• Precise large deviations for random sums of END real-valued random variables with consistent variation
• Asymptotic normality of wavelet estimator for strong mixing errors
• Complete consistency of the estimator of nonparametric regression model under ND sequence
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
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• Wavelet Methods for Curve Estimation
• CONVERGENCE PROPERTIES OF THE PARTIAL SUMS FOR SEQUENCES OF END RANDOM VARIABLES
• Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
• On the rate of strong convergence for a recursive probability density estimator of END samples and its applications
• On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
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