Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors

被引:7
作者
Ding, Liwang [1 ,2 ]
Chen, Ping [1 ]
Li, Yongming [3 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China
[2] Guangxi Univ Finance & Econ, Sch Informat & Stat, Nanning, Peoples R China
[3] Shangrao Normal Univ, Sch Math & Comp Sci, Shangrao, Peoples R China
基金
中国国家自然科学基金; 美国国家科学基金会;
关键词
Berry-Esseen bound; heteroscedastic regression model; wavelet estimator; phi-mixing; random errors; ASYMPTOTIC NORMALITY; LINEAR PROCESS;
D O I
10.1080/00207160.2018.1487958
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For the heteroscedastic regression model Y-i = x(i)beta + g(t(i)) + sigma(i)e(i), 1 <= i <= n, where sigma(2)(i) = f (u(i)), (x(i), t(i), u(i)) are known to be nonrandom design points, g(.) and f (.) are defined on the closed interval [0,1]. When f (.) is known, we investigate the Berry-Esseen type bounds for wavelet estimators of beta and g(.) under {e(i)} are identically distributed phi-mixing random errors, when f (.) is unknown, the Berry-Esseen type bounds for wavelet estimators of beta,g(.) and f(.) established under {e(i)} are independent random errors.
引用
收藏
页码:821 / 852
页数:32
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