Statistical estimation for heteroscedastic semiparametric regression model with random errors

DOI10.1080/10485252.2020.1834553zbMath1466.62277OpenAlexW3096859537MaRDI QIDQ4988817

Liwang Ding, Ping Chen

Publication date: 19 May 2021

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2020.1834553

zbMATH Keywords

asymptotic normalitywavelet estimator\(\varphi\)-mixingheteroscedastic semiparametric regression model

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (1)

Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors

Uses Software

• SemiPar

Cites Work

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• On asymptotic approximation of inverse moments for a class of nonnegative random variables
• Empirical Likelihood for a Heteroscedastic Partial Linear Model
• Wavelet Methods for Curve Estimation
• Semiparametric Regression

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