Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
From MaRDI portal
Publication:618013
DOI10.1016/j.spl.2010.09.024zbMath1206.62073OpenAlexW2094687968MaRDI 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
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors, The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a \(\rho\)-mixing, A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence, Unnamed Item, Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors, 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-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence, The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors, Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables, Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables, Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields, Normal approximations for wavelet coefficients on spherical Poisson fields, The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors, Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations, Statistical estimation for heteroscedastic semiparametric regression model with random errors, Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors, A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence
Cites Work
- Complete moment convergence of moving average processes under dependence assumptions
- Consistent nonparametric multiple regression: the fixed design case
- Fixed design regression for time series: Asymptotic normality
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
- Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
- Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
- 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
- Fixed-design regression for linear time series
- Kernel density estimation for linear processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item