Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors
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Publication:2067783
DOI10.1186/s13660-019-2016-8zbMath1499.62134OpenAlexW2939797245WikidataQ128232983 ScholiaQ128232983MaRDI QIDQ2067783
Publication date: 19 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-019-2016-8
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
Related Items (4)
Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications ⋮ Universal kernel-type estimation of random fields ⋮ Complete convergence for weighted sums of widely orthant-dependent random variables and its statistical application ⋮ Consistency of the P–C estimator in non parametric regression model based on m-END errors
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