Berry-Esseen type bounds in heteroscedastic semi-parametric model

DOI10.1016/j.jspi.2011.05.001zbMath1222.62058OpenAlexW1996188693MaRDI QIDQ2276178

Han-Ying Liang, Jing-Jing Zhang

Publication date: 1 August 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.05.001

zbMATH Keywords

least-squares estimator\(\alpha \)-mixing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors ⋮ Asymptotic normality of estimators in heteroscedastic errors-in-variables model ⋮ Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples ⋮ Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ Berry–Esseen type bounds in heteroscedastic errors-in-variables model ⋮ Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations ⋮ Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors ⋮ Statistical estimation for heteroscedastic semiparametric regression model with random errors

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