Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors

DOI10.1016/j.spl.2010.09.024zbMath1206.62073MaRDI QIDQ618013

Yongming Li, Guo-Dong Xing, Cheng-Dong Wei

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.024

zbMATH Keywords

\(\varphi \)-mixing

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a \(\rho\)-mixing, Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors, The Berry-Esseen bounds for kernel density estimator under dependent sample, Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors, Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables, Normal approximations for wavelet coefficients on spherical Poisson fields, A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence

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