Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
From MaRDI portal
Publication:6107519
DOI10.1080/03610926.2021.1972312OpenAlexW3198641426MaRDI QIDQ6107519
Xing-Cai Zhou, Unnamed Author, Beibei Ni, Hao Shen
Publication date: 3 July 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1972312
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Functional linear regression analysis for longitudinal data
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- Asymptotics of nonparametric L-1 regression models with dependent data
- Nonparametric regression estimation in models with weak error's structure
- Inference for censored quantile regression models in longitudinal studies
- \(L_{1}\)-estimation in a semiparametric model with longitudinal data
- Wavelets, approximation, and statistical applications
- Statistical estimation in varying coefficient models
- Wavelet estimation in varying-coefficient partially linear regression models
- Quantile regression for longitudinal data
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
- Wavelet-M-estimation for time-varying coefficient time series models
- Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process
- Asymptotic normality of wavelet estimator for strong mixing errors
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Kernel Regression Estimation Using Repeated Measurements Data
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- The L 1 Method for Robust Nonparametric Regression
- Wavelet Methods for Curve Estimation
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Smoothing Spline Estimation in Varying-Coefficient Models
- Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
- Wavelet-based estimation of regression function with strong mixing errors under fixed design
- Nonlinear system theory: Another look at dependence
- Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process
- L1-estimation for varying coefficient models
- Theory of Reproducing Kernels
This page was built for publication: Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework