Berry-Esseen type bounds in heteroscedastic semi-parametric model
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Publication:2276178
DOI10.1016/J.JSPI.2011.05.001zbMATH Open1222.62058OpenAlexW1996188693MaRDI QIDQ2276178FDOQ2276178
Authors: 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
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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Cited In (14)
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- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Statistical estimation for heteroscedastic semiparametric regression model with random errors
- The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
- Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
- 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
- Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Berry–Esseen type bounds in heteroscedastic errors-in-variables model
- Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
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