| NONLINEAR WAVELET SMOOTHING OF ERROR DENSITY IN A SEMIPARAMETRIC REGRESSION MODEL |
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| 作者姓名： | ChaiGenxiang XuKejun |
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| 作者单位： | Dept.ofAppl.Math.,TongjiUniv.,Shanghai200092. |
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| 摘 要： | In this paper,a semlparametrie resresaion model in which errors are i. i. d random variables from an unknown density f( ) is considered. Based on Hall et al. (1995),a nonlinear wavelet estimation of f( ) without restrictions of continuity everywhere on f( ) is given,and the convergence rate of the estimators in L2 is obtained.
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| 关 键 词： | 半参数衰退模型 线性微波滤波 误差密度 收敛率 |
| 收稿时间： | 8 July 1998 |
Nonlinear wavelet smoothing of error density in a semiparametric regression model |
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| ChaiGenxiang XuKejun.NONLINEAR WAVELET SMOOTHING OF ERROR DENSITY IN A SEMIPARAMETRIC REGRESSION MODEL[J].Applied Mathematics A Journal of Chinese Universities,1999,14(3):329-336. |
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| Authors: | Genxiang Chai Kejun Xu |
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| Institution: | (1) Dept. of Appl. Math., Tongji Univ., 200092 Shanghai |
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| Abstract: | In this paper, a semiparametric regression model in which errors are i. i. d random variables from an unknown density f(·) is considered. Based on Hall et al. (1995), a nonlinear wavelet estimation of f(·) without restrictions of continuity everywhere on f(·) is given, and the convergence rate of the estimators in L
2 is obtained.
Project is supported by National Natural Science Foundation of China (19571061). |
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| Keywords: | Sem iparam etric regression error density w avelet nonlinear w avelet estim ation ofdensity |
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