The consistency for the estimator of nonparametric regression model based on martingale difference errors
DOI10.1007/s00362-015-0662-6zbMath1345.62067OpenAlexW2150547644MaRDI QIDQ284200
Hai-Bin Wang, Xue-jun Wang, Zhi-yong Chen
Publication date: 17 May 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0662-6
strong consistencymartingale difference sequencecomplete consistencymean consistencynearest neighbor weights
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05)
Related Items
Cites Work
- A complete convergence theorem for weighted sums of arrays of rowwise negatively dependent random variables
- The consistency for estimator of nonparametric regression model based on NOD errors
- When bubbles burst: econometric tests based on structural breaks
- On the strong convergence rate for weighted sums of arrays of rowwise negatively orthant dependent random variables
- Complete convergence of weighted sums of martingale differences
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Weak and universal consistency of moving weighted averages
- Nonparametric function recovering from noisy observations
- Consistent nonparametric multiple regression: the fixed design case
- Consistent regression estimation with fixed design points under dependence conditions
- A law of large numbers for identically distributed martingale differences
- Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
- Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Strong convergence for sequences of asymptotically almost negatively associated random variables
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
- Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
- Convergence of Sums of Squares of Martingale Differences
- Fixed-design regression for linear time series
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The consistency for the estimator of nonparametric regression model based on martingale difference errors