Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
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Publication:391889
DOI10.1016/J.JMVA.2013.08.006zbMATH Open1280.62051OpenAlexW2078727705MaRDI QIDQ391889FDOQ391889
Authors: Xingcai Zhou, Jinguan Lin 
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.08.006
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Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
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Cited In (26)
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- Asymptotic normality of weighted wavelet estimators in a semiparametric regression model with weakly dependent errors
- Statistical inference for a heteroscedastic regression model with φ-mixing errors
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
- Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
- Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models
- Statistical estimation for heteroscedastic semiparametric regression model with random errors
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
- Wavelet estimation in time-varying coefficient models
- Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
- CLT of wavelet estimator in semiparametric model with correlated errors
- Wavelet estimation in time-varying coefficient time series models with measurement errors
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
- Asymptotic normality of DHD estimators in a partially linear model
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
- Convergence rates of wavelet estimators in semiparametric regression models under NA samples
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression
- Wavelet estimation in varying coefficient models for censored dependent data
- Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
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- Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
- On consistency of the weighted least squares estimators in a semiparametric regression model
- The asymptotic behavior of wavelet estimators in semiparametric regression models with \(MA(\infty)\) time series errors
- Wavelet-based estimation in a semiparametric regression model
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
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