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

doi:10.1016/j.spl.2008.05.004

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	Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
	Li, Yongming 1; Yang, Shanchao 2; Zhou, Yong3
刊名	STATISTICS & PROBABILITY LETTERS
	2008-12-01
卷号	78 期号:17 页码:2947-2956
ISSN号	0167-7152
DOI	10.1016/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
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000261358700018
内容类型	期刊论文
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.