Bootstrap approximation of wavelet estimates in a semiparametric regression model |
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Authors: | Liu Gen Xue Qiang Liu |
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Affiliation: | [1]College of Applied Sciences, Beijing University of Technology, Beijing 100124, P. R. China [2]School of Statistics, Capital University of Economics and Business, Beijing 100070, P. R. China |
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Abstract: | The inference for the parameters in a semiparametric regression model is studied by using the wavelet and the bootstrap methods. The bootstrap statistics are constructed by using Efron’s resampling technique, and the strong uniform convergence of the bootstrap approximation is proved. Our results can be used to construct the large sample confidence intervals for the parameters of interest. A simulation study is conducted to evaluate the finite-sample performance of the bootstrap method and to compare it with the normal approximation-based method. |
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Keywords: | bootstrap approximation confidence interval semiparametric regression model strong uniform convergence wavelet estimate |
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