Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence

被引:0
|
作者
Liwang Ding
Ping Chen
Yongming Li
机构
[1] Nanjing University of Science and Technology,School of Science
[2] Guangxi University of Finance and Economics,School of Information and Statistics
[3] Shangrao Normal College,School of Mathematics and Computer Science
关键词
weighted kernel estimator; LNQD sequence; Berry-Esseen bound; linear process; 60G05; 60G20; O212.7;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, the authors investigate the Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD random variable sequence. The rate of the normal approximation is shown as O(n−1/6)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$O(n^{-1/6})$\end{document} under some appropriate conditions. The results obtained in the article generalize or improve the corresponding ones for mixing dependent sequences in some sense.
引用
收藏
相关论文
共 50 条
  • [1] Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence
    Ding, Liwang
    Chen, Ping
    Li, Yongming
    [J]. JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018,
  • [2] The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
    Deng, Xin
    Wang, Xuejun
    Wu, Yi
    [J]. STATISTICAL PAPERS, 2021, 62 (02) : 963 - 984
  • [3] A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence
    Hu, Xueping
    Wang, Jingya
    [J]. AIMS MATHEMATICS, 2020, 5 (06): : 6985 - 6995
  • [4] The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model
    Wang, Xuejun
    Wu, Yi
    Hu, Shuhe
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 71 (05) : 1143 - 1162
  • [5] Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
    Li, Yongming
    Wei, Chengdong
    Xing, Guodong
    [J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (01) : 103 - 110
  • [6] Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
    Chengdong Wei
    Yongming Li
    [J]. Journal of Inequalities and Applications, 2012
  • [7] The Berry–Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
    Xin Deng
    Xuejun Wang
    Yi Wu
    [J]. Statistical Papers, 2021, 62 : 963 - 984
  • [8] Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
    Wei, Chengdong
    Li, Yongming
    [J]. JOURNAL OF INEQUALITIES AND APPLICATIONS, 2012, : 1 - 18
  • [9] The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model
    Xuejun Wang
    Yi Wu
    Shuhe Hu
    [J]. Annals of the Institute of Statistical Mathematics, 2019, 71 : 1143 - 1162
  • [10] The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a ρ-mixing
    Liwang Ding
    Yongming Li
    [J]. Journal of Inequalities and Applications, 2016