Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
Abstract Consider the heteroscedastic semiparametric regression model yi=xiβ+g(ti)+εi $y_{i}=x_{i}\beta+g(t_{i})+\varepsilon_{i}$, i=1,2,…,n $i=1, 2, \ldots, n$, where β is an unknown slope parameter, εi=σiei $\varepsilon_{i}=\sigma_{i}e_{i}$, σi2=f(ui) $\sigma^{2}_{i}=f(u_{i})$, (xi,ti,ui) $(x_{i},...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-12-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13660-019-2267-4 |