Strong consistency of regression function estimator with martingale difference errors

DOI10.1515/MATH-2021-0090OpenAlexW3201347639MaRDI QIDQ2669045

Ying-Xia Chen

Publication date: 9 March 2022

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2021-0090

zbMATH Keywords

consistencyregression functionmartingale difference

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric estimation (62G05)

Related Items (1)

Complete convergence of weighted sums of martingale differences and statistical applications

Cites Work

• A short note on the conditional Borel-Cantelli lemma
• Large-sample inference for nonparametric regression with dependent errors
• Nonparametric regression under long-range dependent normal errors
• Weighted sums of certain dependent random variables
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Regression function estimation from dependent observations
• Remarks on Some Nonparametric Estimates of a Density Function
• Complete convergence for weighted sums of mixingale sequences and statistical applications
• ASYMPTOTIC NORMALITY OF ESTIMATOR IN NON-PARAMETRIC MODEL UNDER CENSORED SAMPLES
• On Estimation of a Probability Density Function and Mode
• Fixed-design regression for linear time series
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