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Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples

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  • Yang, Shanchao

Abstract

In this paper, we discuss the uniformly asymptotic normality of the weighted function estimate of the fixed design regression model for negatively associated samples. We give the rates of uniform asymptotic normality. The rate is near n-1/4 when the third moment is finite.

Suggested Citation

  • Yang, Shanchao, 2003. "Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples," Statistics & Probability Letters, Elsevier, vol. 62(2), pages 101-110, April.
    • Handle: RePEc:eee:stapro:v:62:y:2003:i:2:p:101-110
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    References listed on IDEAS

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    Cited by:

    1. Qin, Yongsong & Li, Yinghua, 2011. "Empirical likelihood for linear models under negatively associated errors," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 153-163, January.
    2. Li, Yongming & Wei, Chengdong & Xing, Guodong, 2011. "Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 103-110, January.
    3. Xuejun Wang & Yi Wu & Shuhe Hu, 2019. "The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1143-1162, October.
    4. Ling, Nengxiang, 2008. "The Bahadur representation for sample quantiles under negatively associated sequence," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2660-2663, November.
    5. Li, Yongming & Yang, Shanchao & Zhou, Yong, 2008. "Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2947-2956, December.
    6. Liang, Han-Ying & Fan, Guo-Liang, 2009. "Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 1-15, January.
    7. Xuejun Wang & Yi Wu & Wei Wang, 2024. "Nonparametric estimation of expected shortfall for α-mixing financial losses," Computational Statistics, Springer, vol. 39(6), pages 3157-3179, September.
    8. Zhongde Luo, 2020. "Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences," Statistical Papers, Springer, vol. 61(2), pages 615-643, April.

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