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

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.

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Year of publication:	2007
Authors:	Gu, Wentao ; Roussas, George G. ; Tran, Lanh T.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 12, p. 1214-1224
Publisher:	Elsevier
Keywords:	Fixed design Negatively associated Regression Kernel function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223058