Convergence Rates of Wavelet Estimators in Semiparametric Regression Models Under NA Samples

作     者：Hongchang HU Li WU 

作者机构：College of Mathematics and Statistics Hubei Normal University Huangshi 435002 Hubei China. 

基　　金：supported by the National Natural Science Foundation of China (No. 11071022) the Key Project of the Ministry of Education of China (No. 209078) the Youth Project of Hubei Provincial Department of Education of China (No. Q20122202) 

出 版 物：《Chinese Annals of Mathematics,Series B》 (数学年刊（B辑英文版）)

年 卷 期：2012年第33卷第4期

页      码：609-624页

摘      要：Consider the following heteroscedastic semiparametric regression model： where {Xi, 1 〈 i 〈 n} are random design points, errors {ei, 1 〈 i 〈 n} are negatively associated （NA） random variables, （r2 = h（ui）, and {ui} and {ti} are two nonrandom sequences on [0, 1]. Some wavelet estimators of the parametric component β, the non- parametric component g（t） and the variance function h（u） are given. Under some general conditions, the strong convergence rate of these wavelet estimators is O（n- 1 log n）. Hence our results are extensions of those re, sults on independent random error settings.

主 题 词：Semiparametric regression model Wavelet estimate Negativelyassociated random error Strong convergence rate 

学科分类：02[经济学] 0202[经济学-财政学类] 020208[020208] 07[理学] 0714[0714] 070103[070103] 0701[理学-数学类] 

核心收录：

D　O　I：10.1007/s11401-012-0718-z

馆 藏 号：203952555...