Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153664 | Statistics & Probability Letters | 2011 | 8 Pages |
Abstract
In this paper, we derive the Berry–Esseen bounds of the wavelet estimator for a nonparametric regression model with linear process errors generated by φφ-mixing sequences. As application, by the suitable choice of some constants, the convergence rate O(n−1/6)O(n−1/6) of uniformly asymptotic normality of the wavelet estimator is obtained. Our results generalize some known results in the literature.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yongming Li, Chengdong Wei, Guodong Xing,