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On the convergence rate of fixed design regression estimators for negatively associated random variables

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  • Gu, Wentao
  • Roussas, George G.
  • Tran, Lanh T.

Abstract

Sharp convergence rates for fixed design regression estimators for negatively associated random variables are established. The rates are obtained by means of exponential inequalities, which hold under general conditions.

Suggested Citation

  • Gu, Wentao & Roussas, George G. & Tran, Lanh T., 2007. "On the convergence rate of fixed design regression estimators for negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1214-1224, July.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:12:p:1214-1224
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    References listed on IDEAS

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    1. Roussas, G. G., 1994. "Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes," Journal of Multivariate Analysis, Elsevier, vol. 50(1), pages 152-173, July.
    2. Roussas, George G. & Tran, Lanh T. & Ioannides, D. A., 1992. "Fixed design regression for time series: Asymptotic normality," Journal of Multivariate Analysis, Elsevier, vol. 40(2), pages 262-291, February.
    3. Matula, Przemyslaw, 1992. "A note on the almost sure convergence of sums of negatively dependent random variables," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 209-213, October.
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    Cited by:

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    2. Yuliana Linke & Igor Borisov & Pavel Ruzankin & Vladimir Kutsenko & Elena Yarovaya & Svetlana Shalnova, 2022. "Universal Local Linear Kernel Estimators in Nonparametric Regression," Mathematics, MDPI, vol. 10(15), pages 1-28, July.
    3. Liang, Han-Ying & Fan, Guo-Liang, 2009. "Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 1-15, January.
    4. Ko, Mi-Hwa, 2013. "On complete convergence for weighted sums of asymptotically linear negatively dependent random field," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2615-2620.

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