Strong consistency of wavelet estimators for semiparametric regression models under negatively associated sequences
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Publication:3537895
zbMATH Open1164.62340MaRDI QIDQ3537895FDOQ3537895
Authors:
Publication date: 24 November 2008
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- scientific article; zbMATH DE number 2157289
- Strong consistency of wavelet estimation in semiparametric regression models under mixing errors
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Cited In (8)
- Title not available (Why is that?)
- Asymptotic properties of wavelet estimators in a semiparametric EV model under NA samples
- Strong consistency of wavelet estimation in semiparametric regression models
- The \(r\)-th moment consistency of wavelet estimator for a semi-parametric regression model for PA errors
- Strong consistency of wavelet estimators in semiparametric regression models under Brownian motion errors
- Strong Convergence Rates of Wavelet Estimators in Semiparametric Regression Models with Censored Data*
- Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
- Wavelet regression estimation over Lp risk based on negatively associated sample
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