Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
From MaRDI portal
Publication:391889
DOI10.1016/j.jmva.2013.08.006zbMath1280.62051MaRDI QIDQ391889
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
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
Related Items
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors, Statistical estimation for heteroscedastic semiparametric regression 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, Wavelet estimation in time-varying coefficient time series models with measurement errors, Statistical inference for a heteroscedastic regression model with φ-mixing errors, Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework, Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications, Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models, Asymptotic normality of DHD estimators in a partially linear model, Wavelet estimation in varying coefficient models for censored dependent data, Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models, On consistency of the weighted least squares estimators in a semiparametric regression model, Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples, Asymptotics for \(L_1\)-wavelet method for nonparametric regression, Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models, Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors, Wavelet estimation in time-varying coefficient models
Cites Work
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
- Convergence rates of wavelet estimators in semiparametric regression models under NA samples
- Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
- Asymptotic normality in partial linear models based on dependent errors
- Convergence rates for partially splined models
- Convergence rates for parametric components in a partly linear model
- Fixed design regression for time series: Asymptotic normality
- Mixing: Properties and examples
- Penalized quasi-likelihood estimation in partial linear models
- Local linear estimation in partly linear models
- Wavelet estimation in varying-coefficient partially linear regression models
- Nonlinear time series. Nonparametric and parametric methods
- Asymptotic properties in partial linear models under dependence
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
- Wavelet-based estimators of mean regression function with long memory data
- Asymptotics of estimators in semi-parametric model under NA samples
- Wavelet estimation in nonparametric model under martingale difference errors
- Asymptotic normality of wavelet estimator for strong mixing errors
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Wavelet change-point estimation for long memory non-parametric random design models
- Some Limit Theorems for Random Functions. I
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations
- A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS
- Wavelet Methods for Curve Estimation
- ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
