Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
From MaRDI portal
Publication:4584695
DOI10.1080/17442508.2017.1297813zbMath1394.60021OpenAlexW2595218193MaRDI QIDQ4584695
Yi Wu, Andrew Rosalsky, Xue-jun Wang
Publication date: 4 September 2018
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2017.1297813
complete convergencenonparametric regression modelwidely orthant dependent random variablescomplete consistency
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)
Related Items
Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data, Complete moment convergence for arrays of rowwise widely orthant dependent random variables, Complete moment convergence for the widely orthant dependent linear processes with random coefficients, Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications, On complete and complete moment convergence for weighted sums of widely orthant dependent random variables, Complete convergence for maximum of weighted sums of WNOD random variables and its application, On complete and complete moment convergence for weighted sums of ANA random variables and applications, Strong convergence for weighted sums of widely orthant dependent random variables and applications, Laws of large numbers and complete convergence for WOD random variables and their applications, On the complete convergence of weighted sums for widely orthant dependent random variables, The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples, Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models, Complete \(q\)-th moment convergence and its statistical applications, Complete consistency for recursive probability density estimator of widely orthant dependent samples
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uniform asymptotics of the finite-time ruin probability for all times
- Basic renewal theorems for random walks with widely dependent increments
- Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Precise large deviations for dependent random variables with heavy tails
- Consistent regression estimation with fixed design points under dependence conditions
- A note on complete convergence for arrays
- Stochastic convergence of weighted sums of random elements in linear spaces
- Fixed design regression for time series: Asymptotic normality
- Consistent nonparametric regression. Discussion
- Convergence of weighted sums of tight random elements
- Moment inequalities for \(m\)-negatively associated random variables and their applications
- Strong laws of large numbers for weighted sums of random elements in normed linear spaces
- Negative association of random variables, with applications
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Complete convergence theorems for extended negatively dependent random variables
- More on complete convergence for arrays
- 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
- On the Bahadur representation of sample quantiles for widely orthant dependent sequences
- On the Strong Rates of Convergence for Arrays of Rowwise Negatively Dependent Random Variables
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Complete convergence and complete moment convergence for arrays of rowwise END random variables
- Some Concepts of Dependence
- Complete Convergence and the Law of Large Numbers
- Fixed-design regression for linear time series
- Fixed-design regression for linear time series
