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

DOI10.1016/J.SPL.2010.09.024zbMATH Open1206.62073OpenAlexW2094687968MaRDI QIDQ618013FDOQ618013

Guo-Dong Xing, Yongming Li, Chengdong 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

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• scientific article
• scientific article; zbMATH DE number 6311309

zbMATH Keywords

\(\varphi \)-mixing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
• A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS
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• ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS
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• Kernel density estimation for linear processes
• Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
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Cited In (23)

• Uniform strong consistency of histogram density estimation for φ -mixing samples
• Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
• Title not available (Why is that?)
• The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a \(\rho\)-mixing
• The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
• A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence
• The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
• Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
• Statistical estimation for heteroscedastic semiparametric regression model with random errors
• Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables
• Title not available (Why is that?)
• Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
• A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence
• Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
• Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence
• Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
• Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
• A Berry-Esseen bound for least squares error variance estimators of regression parameters
• Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
• Normal approximations for wavelet coefficients on spherical Poisson fields
• Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
• The Berry-Esseen bounds for kernel density estimator under dependent sample
• Title not available (Why is that?)

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