Wavelet estimation in heteroscedastic model under censored samples

DOI10.1007/S10114-007-0996-7MaRDI QIDQ2481796zbMATH OpenOpenAlexFDO

Authors Han-Ying Liang, Jong-Il Baek

Publication date 15 April 2008

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-007-0996-7

zbMATH Keywords

asymptotic normalitycensored sampleheteroscedastic regression modelstrong unform convergence ratewavelet estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

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Cites work

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• Nonparametric Estimation from Incomplete Observations
• On wavelet methods for estimating smooth functions
• Robust depth-weighted wavelet for nonparametric regression models
• Strong consistency of wavelet estimation in semiparametric regression models
• Wavelet estimation in nonparametric model under martingale difference errors
• Wavelet estimation in varying-coefficient partially linear regression models
• Wavelet Methods for Curve Estimation

Cited in

(5)

• Asymptotic normality of wavelet estimator in heteroscedastic model with -mixing errors
• Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors
• Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
• Asymptotic properties of wavelet estimators in a semiparametric regression model with censored data
• Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model

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