Asymptotic normality of wavelet estimator in heteroscedastic regression model
β Scribed by Hanying Liang; Yi Lu
- Publisher
- SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
- Year
- 2007
- Tongue
- English
- Weight
- 149 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1005-1031
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π SIMILAR VOLUMES
In this paper, we propose a combined regression estimator by using a parametric estimator and a nonparametric estimator of the regression function. The asymptotic distribution of this estimator is obtained for cases where the parametric regression model is correct, incorrect, and approximately corre
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