A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS
نویسندگان
چکیده
منابع مشابه
Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
* Correspondence: lym1019@163. com Department of Mathematics, Shangrao Normal University, Shangrao 334001, China Full list of author information is available at the end of the article Abstract Consider the semiparametric regression model Yi = xi b + g (ti) + εi, i = 1, . . . , n, where the linear process errors εi = ∑∞ j=−∞ ajei−j with ∑∞ j=−∞ ∣∣aj∣∣ < ∞ , and {ei} are identically distributed a...
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*Correspondence: [email protected] 1School of Information and Statistics, Guangxi University of Finance and Economics, Nanning, 530003, P.R. China Full list of author information is available at the end of the article Abstract In this paper, considering the nonparametric regression model Yni = g(ti) + εi (1≤ i≤ n), where εi =∑∞j=–∞ ajei–j and ei–j are identically distributed and ρ-mixing s...
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ژورنال
عنوان ژورنال: Journal of the Korean Mathematical Society
سال: 2008
ISSN: 0304-9914
DOI: 10.4134/jkms.2008.45.6.1753