{"title":"基于ANA误差的非随机设计非参数回归模型中小波估计量的Berry-Esseen界","authors":"Xu-fei Tang, Xuejun Wang, Yi Wu, Fei Zhang","doi":"10.1051/PS/2019017","DOIUrl":null,"url":null,"abstract":"Consider the nonparametric regression model Y ni = g (t ni ) + e i , i = 1, 2, …, n , n ≥ 1, where e i , 1 ≤ i ≤ n , are asymptotically negatively associated (ANA, for short) random variables. Under some appropriate conditions, the Berry-Esseen bound of the wavelet estimator of g (⋅) is established. In addition, some numerical simulations are provided in this paper. The results obtained in this paper generalize some corresponding ones in the literature.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"56 1","pages":"21-38"},"PeriodicalIF":0.6000,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors\",\"authors\":\"Xu-fei Tang, Xuejun Wang, Yi Wu, Fei Zhang\",\"doi\":\"10.1051/PS/2019017\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Consider the nonparametric regression model Y ni = g (t ni ) + e i , i = 1, 2, …, n , n ≥ 1, where e i , 1 ≤ i ≤ n , are asymptotically negatively associated (ANA, for short) random variables. Under some appropriate conditions, the Berry-Esseen bound of the wavelet estimator of g (⋅) is established. In addition, some numerical simulations are provided in this paper. The results obtained in this paper generalize some corresponding ones in the literature.\",\"PeriodicalId\":51249,\"journal\":{\"name\":\"Esaim-Probability and Statistics\",\"volume\":\"56 1\",\"pages\":\"21-38\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2020-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Esaim-Probability and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1051/PS/2019017\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Esaim-Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1051/PS/2019017","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
摘要
考虑非参数回归模型Y ni = g (t ni) + e i, i = 1,2,…,n, n≥1,其中e i, 1≤i≤n为渐近负相关(简称ANA)随机变量。在一定条件下,建立了g(⋅)的小波估计量的Berry-Esseen界。此外,本文还进行了数值模拟。本文所得结果推广了文献中相应的结果。
The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
Consider the nonparametric regression model Y ni = g (t ni ) + e i , i = 1, 2, …, n , n ≥ 1, where e i , 1 ≤ i ≤ n , are asymptotically negatively associated (ANA, for short) random variables. Under some appropriate conditions, the Berry-Esseen bound of the wavelet estimator of g (⋅) is established. In addition, some numerical simulations are provided in this paper. The results obtained in this paper generalize some corresponding ones in the literature.
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