Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples

Yongming Li; Shanchao Yang; Yong Zhou

doi:10.1016/j.spl.2008.05.004

Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples

Yongming Li^*
, Shanchao Yang
, Yong Zhou

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

23 Scopus citations

Abstract

Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of uniformly asymptotic normality for associated samples. The rates are near n^{- 1 / 4} and n^{- 1 / 6} when their third moments are finite for NA and PA cases, respectively. Crown

Original language	English
Pages (from-to)	2947-2956
Number of pages	10
Journal	Statistics and Probability Letters
Volume	78
Issue number	17
DOIs	https://doi.org/10.1016/j.spl.2008.05.004
State	Published - 1 Dec 2008
Externally published	Yes

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title = "Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples",

abstract = "Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of uniformly asymptotic normality for associated samples. The rates are near n- 1 / 4 and n- 1 / 6 when their third moments are finite for NA and PA cases, respectively. Crown",

author = "Yongming Li and Shanchao Yang and Yong Zhou",

year = "2008",

month = dec,

day = "1",

doi = "10.1016/j.spl.2008.05.004",

language = "英语",

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T1 - Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples

AU - Li, Yongming

AU - Yang, Shanchao

AU - Zhou, Yong

PY - 2008/12/1

Y1 - 2008/12/1

N2 - Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of uniformly asymptotic normality for associated samples. The rates are near n- 1 / 4 and n- 1 / 6 when their third moments are finite for NA and PA cases, respectively. Crown

AB - Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of uniformly asymptotic normality for associated samples. The rates are near n- 1 / 4 and n- 1 / 6 when their third moments are finite for NA and PA cases, respectively. Crown

UR - https://www.scopus.com/pages/publications/54049113428

U2 - 10.1016/j.spl.2008.05.004

DO - 10.1016/j.spl.2008.05.004

M3 - 文章

AN - SCOPUS:54049113428

SN - 0167-7152

VL - 78

SP - 2947

EP - 2956

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 17

ER -

Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples

Abstract

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