The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
On stochastic dominance and the strong law of large numbers for dependent random variables
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
Some limit behaviors for the LS estimator in simple linear EV regression models
Basic renewal theorems for random walks with widely dependent increments
On complete convergence and complete moment convergence for weighted sums of \(\rho^\ast\)-mixing random variables
Precise large deviations for dependent random variables with heavy tails
Adapting for heteroscedasticity in linear models
Estimation of partial linear error-in-variables models with validation data
On parameter estimation for semi-linear errors-in-variables models
Estimation in a semiparametric partially linear errors-in-variables model
Asymptotic normality of estimators in heteroscedastic errors-in-variables model
Asymptotic properties for LS estimators in EV regression model with dependent errors
Jackknifing in partially linear regression models with serially correlated errors
Consistency of LS estimator in simple linear EV regression models
On consistency of the weighted least squares estimators in a semiparametric regression model
Negative association of random variables, with applications
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
An exponential inequality and its application to \(M\) estimators in multiple linear models
Berry-Esseen type bounds in heteroscedastic semi-parametric model
Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
The consistency of the nearest neighbor estimator of the density function based on WOD samples
Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
Statistical inference of partially linear regression models with heteroscedastic errors
The impact on ruin probabilities of the association structure among financial risks
Asymptotics of estimators in semi-parametric model under NA samples
On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
Negatively superadditive dependence of random variables with applications.
On the Bahadur representation of sample quantiles for widely orthant dependent sequences
On a semiparametric regression model whose errors form a linear process with negatively associated innovations
Semiparametric weighted lease squares
Max-Sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution
Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples
THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS
Some Concepts of Dependence

This page was built for publication: The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6646225)