Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
DOI10.1080/17442508.2020.1815745zbMath1490.62102OpenAlexW3088472241MaRDI QIDQ5086709
Yige Qiu, Aiting Shen, Yajing Zhang, Xiang Li, Xue-jun Wang
Publication date: 7 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2020.1815745
consistencyasymptotic normalitywavelet estimatornonparametric regression model\(\varphi\)-mixing errors
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The consistency for the estimator of nonparametric regression model based on martingale difference errors
- Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
- Complete consistency of estimators for regression models based on extended negatively dependent errors
- Nonparametric regression estimation in models with weak error's structure
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
- Weak and universal consistency of moving weighted averages
- Nonparametric function recovering from noisy observations
- An invariance principle for \(\phi\)-mixing sequences
- Invariance principles for mixing sequences of random variables
- A uniform central limit theorem for nonuniform \(\phi\)-mixing random fields
- Fixed design regression for time series: Asymptotic normality
- Almost sure invariance principles for mixing sequences of random variables
- Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Wavelet estimation in nonparametric model under martingale difference errors
- Asymptotic normality of wavelet estimator for strong mixing errors
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
- On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
- Kernel Regression Estimation Using Repeated Measurements Data
- Wavelet Methods for Curve Estimation
- Functional Gaussian Approximation for Dependent Structures
- A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence
- Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
- On Complete Convergence for Nonstationary ϕ-Mixing Random Variables
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Measure Theory and Probability Theory
- A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
- Fixed-design regression for linear time series
This page was built for publication: Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model