ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS

Title & Authors
ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS
Liang, Han-Ying; Qi, Yan-Yan;

Abstract
Consider the heteroscedastic regression model $\small{Y_i=g(x_i)+{\sigma}_i\;{\epsilon}_i=(1{\leq}i{\leq}n)}$, where $\small{{\sigma}^2_i=f(u_i)}$, the design points $\small{(x_i,\;u_i)}$ are known and nonrandom, and g and f are unknown functions defined on closed interval [0, 1]. Under the random errors $\small{\epsilon_i}$ form a sequence of NA random variables, we study the asymptotic normality of wavelet estimators of g when f is a known or unknown function.
Keywords
regression function;NA error;wavelet estimator;asymptotic normality;
Language
English
Cited by
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Journal of the Korean Statistical Society, 2009. vol.38. 4, pp.383-390
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