The consistency for the estimators of semiparametric regression model based on weakly dependent errors
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Publication:2359159
DOI10.1007/s00362-015-0698-7zbMath1370.62026OpenAlexW605330057MaRDI QIDQ2359159
Xin Deng, Fengxi Xia, Shuhe Hu, Xue-jun Wang
Publication date: 27 June 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0698-7
strong consistencysemiparametric regression modelcomplete consistencymean consistency\(\tilde{\rho}\)-mixing random variables
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)
Related Items (7)
Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors ⋮ A note on the strong convergence for weighted sums of ρ^*-mixing random variables ⋮ Consistency properties for the estimators of partially linear regression model under dependent errors ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ The consistency for the estimators of semiparametric regression model with dependent samples ⋮ Laws of large numbers with infinite mean
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- On complete convergence for weighted sums of \(\rho^*\)-mixing random variables
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