Statistical estimation for heteroscedastic semiparametric regression model with random errors
| Autor: | Ping Chen, Liwang Ding |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Estimation Statistics::Theory Heteroscedasticity Statistics::Applications 05 social sciences Wavelet estimator Asymptotic distribution Estimator 01 natural sciences 010104 statistics & probability Wavelet 0502 economics and business Random error Statistics Statistics::Methodology Semiparametric regression 0101 mathematics Statistics Probability and Uncertainty 050205 econometrics Mathematics |
| Zdroj: | Journal of Nonparametric Statistics. 32:940-969 |
| ISSN: | 1029-0311 1048-5252 |
| Popis: | This paper is concerned with the estimating problem of heteroscedastic semiparametric regression model. We investigate the asymptotic normality for wavelet estimators of the slope parameter and the... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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