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

文献类型：期刊论文

作者Li, Yongming1; Yang, Shanchao2; Zhou, Yong3
刊名STATISTICS & PROBABILITY LETTERS
出版日期2008-12-01
卷号78期号:17页码:2947-2956
ISSN号0167-7152
DOI10.1016/j.spl.2008.05.004
英文摘要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 Copyright (C) 2008 Published by Elsevier B.V. All rights reserved.
资助项目Natural Science Foundation of China[10661003] ; Natural Science Foundation of Jiangxi 2008G ; Science Foundation of Jiangxi Educational[120071347]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000261358700018
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/6886]  
专题应用数学研究所
通讯作者Li, Yongming
作者单位1.Shangrao Normal Coll, Dept Math, Shangrao 334001, Jiangxi, Peoples R China
2.Guangxi Normal Univ, Dept Math, Guilin 541004, Guangxi, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Li, Yongming,Yang, Shanchao,Zhou, Yong. Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples[J]. STATISTICS & PROBABILITY LETTERS,2008,78(17):2947-2956.
APA Li, Yongming,Yang, Shanchao,&Zhou, Yong.(2008).Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples.STATISTICS & PROBABILITY LETTERS,78(17),2947-2956.
MLA Li, Yongming,et al."Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples".STATISTICS & PROBABILITY LETTERS 78.17(2008):2947-2956.

入库方式： OAI收割

来源：数学与系统科学研究院

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