Wavelet estimation in heteroscedastic model under censored samples

DOI10.1007/s10114-007-0996-7zbMath1133.62324OpenAlexW2004154178MaRDI QIDQ2481796

Han-Ying Liang, Jong-Il Baek

Publication date: 15 April 2008

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-007-0996-7

zbMATH Keywords

asymptotic normalitywavelet estimatorheteroscedastic regression modelcensored samplestrong unform convergence rate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

Related Items (3)

Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors ⋮ Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors ⋮ Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors

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• Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model
• Convergence of stochastic processes

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