Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure

Xing-Cai Zhou and Jin-Guan Lin

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 22, 4707-4722

Abstract: In this article, we consider a nonparametric regression model with replicated observations based on the dependent error’s structure, for exhibiting dependence among the units. The wavelet procedures are developed to estimate the regression function. The moment consistency, the strong consistency, strong convergence rate and asymptotic normality of wavelet estimator are established under suitable conditions. A simulation study is undertaken to assess the finite sample performance of the proposed method.

Date: 2014
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DOI: 10.1080/03610926.2012.725500

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