Complete consistency for the estimator of nonparametric regression model based on martingale difference errors

DOI10.1080/03610926.2019.1635160OpenAlexW2954652211WikidataQ127593320 ScholiaQ127593320MaRDI QIDQ5079044

Shui-Li Zhang, Cong Qu, Tiantian Hou

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1635160

zbMATH Keywords

convergence rateregression modelcomplete consistencymartingale difference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Statistics (62-XX)

Related Items (4)

Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences ⋮ Universal kernel-type estimation of random fields ⋮ A Berry–Esseen theorem for sample quantiles under martingale difference sequences ⋮ Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments

Cites Work

• Unnamed Item
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• The consistency for estimator of nonparametric regression model based on NOD errors
• On complete convergence in Marcinkiewicz-Zygmund type SLLN for negatively associated random variables
• Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
• Complete consistency of estimators for regression models based on extended negatively dependent errors
• Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
• Empirical likelihood inference for partial linear models under martingale difference sequence
• Weak and universal consistency of moving weighted averages
• Nonparametric function recovering from noisy observations
• A martingale inequality and large deviations.
• The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
• Empirical likelihood inference for semiparametric model with linear process errors
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
• The asymptotic normality of the linear weighted estimator in nonparametric regression models
• Consistency of LS estimators in the EV regression model with martingale difference errors
• Complete Convergence and the Law of Large Numbers
• Fixed-design regression for linear time series

This page was built for publication: Complete consistency for the estimator of nonparametric regression model based on martingale difference errors