CLT of wavelet estimator in semiparametric model with correlated errors

被引：0
|
作者：
Niu, Sili [1 ]
Liu, Yamei [2 ]
机构：
[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
[2] Henan Univ Urban Construct, Dept Math & Phys, Pingdingshan 467044, Peoples R China
来源：
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2012年 / 25卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Asymptotic normality; correlated error; negatively associated; semiparametric model; wavelet estimator; LINEAR-REGRESSION MODELS; ASYMPTOTIC NORMALITY; WEIGHTED SUMS; COMPLETE CONVERGENCE;
D O I：
10.1007/s11424-012-0166-6
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This paper considers the semiparametric regression model y (i) = x (i) beta+g(t (i) )+V (i) (1 a parts per thousand currency sign i a parts per thousand currency sign n), where (x (i) , t (i) ) are known design points, beta is an unknown slope parameter, g(center dot) is an unknown function, the correlated errors with , and e (i) are negatively associated random variables. Under appropriate conditions, the authors study the asymptotic normality for wavelet estimators of beta and g(center dot). A simulation study is undertaken to investigate finite sample behavior of the estimators.
引用
收藏
页码：567 / 581
页数：15
相关论文
共 50 条
  • [31] Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors
    Wang, Xuejun
    Deng, Xin
    Wu, Yi
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024, 53 (09) : 3312 - 3336
  • [32] Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
    Li, Yongming
    Wei, Chengdong
    Xing, Guodong
    STATISTICS & PROBABILITY LETTERS, 2011, 81 (01) : 103 - 110
  • [33] Semiparametric Wavelet-Based JPEG IV Estimator for Endogenously Truncated Data
    Billfeld, Nir
    Kim, Moshe
    IEEE ACCESS, 2019, 7 : 99602 - 99621
  • [34] A computationally fast estimator for semiparametric multinomial choice model
    Liu, Changbiao
    Wang, Jun
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 51 (06) : 3355 - 3362
  • [35] A semiparametric generalized ridge estimator and link with model averaging
    Ullah, Arran
    Wan, Alan T. K.
    Wang, Huansha
    Zhang, Xinyu
    Zou, Guohua
    ECONOMETRIC REVIEWS, 2017, 36 (1-3) : 370 - 384
  • [36] Strong consistency of kernel estimator in a semiparametric regression model
    Nkou, Emmanuel de Dieu
    Nkiet, Guy Martial
    STATISTICS, 2019, 53 (06) : 1289 - 1305
  • [37] Asymptotic theory of two stage estimator in semiparametric model
    Qian, Weimin
    Chai, Genxiang
    Tongji Daxue Xuebao/Journal of Tongji University, 26 (01): : 77 - 82
  • [38] Computation of an efficient and robust estimator in a semiparametric mixture model
    Wu, Jingjing
    Yao, Weixin
    Xiang, Sijia
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (11) : 2128 - 2137
  • [39] Liu estimator in partly linear regression models with correlated errors
    Tabakan, Gulin
    Ozkale, M. Revan
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 46 (03) : 1958 - 1973
  • [40] Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
    Tang, Xufei
    Xi, Mengmei
    Wu, Yi
    Wang, Xuejun
    STATISTICS & PROBABILITY LETTERS, 2018, 140 : 191 - 201
12345