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Persistent link: https://www.econbiz.de/10003951068
In this paper, we apply the empirical likelihood method to heteroscedastic partially linear errors-in-variables model. For the cases of known and unknown error variances, the two different empirical log-likelihood ratios for the parameter of interest are constructed. If the error variances are...
Persistent link: https://www.econbiz.de/10010998568
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Persistent link: https://www.econbiz.de/10008515331
In this paper, we construct a nonparametric regression quantile estimator by using the local linear fitting for left-truncated data, and establish the Bahadur-type representation and asymptotic normality of the proposed estimator when the observations form a stationary α-mixing sequence....
Persistent link: https://www.econbiz.de/10011115976
Summary In this paper, we discuss the global L 2 error of the nonlinear wavelet estimators of the density function in the Besov space B s pq , when the survival times form a stationary α-mixing sequence, and prove that the nonlinear wavelet estimators can achieve the optimal rate of...
Persistent link: https://www.econbiz.de/10014621306
In this paper we study the strong and weak convergence with rates for the estimators of the conditional distribution function as well as conditional cumulative hazard rate function for a left truncated and right censored model. It is assumed that the lifetime observations with multivariate...
Persistent link: https://www.econbiz.de/10010994268
This article is concerned with the estimating problem of heteroscedastic partially linear errors-in-variables models. We derive the asymptotic normality for estimators of the slope parameter and the nonparametric component in the case of known error variance with stationary <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\alpha $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="italic">α</mi> </math> </EquationSource>...</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998838
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Let {X <Subscript> n </Subscript>,n≥1} be a strictly stationary sequence of negatively associated random variables with the marginal probability density function f(x), the recursive kernel estimate of f(x) is defined by [InlineMediaObject not available: see fulltext.] where h <Subscript> n </Subscript> is a sequence of positive bandwidths...</subscript></subscript>
Persistent link: https://www.econbiz.de/10005376058