In: Mathematica Slovaca, vol. 69, no. 5
Xingcai Zhu - Beibei Ni - Hongxia Wang - Xingfang Huang
Details:
Year, pages: 2019, 1213 - 1232
Keywords:
Berry-Esseen bounds, wavelet estimation, time-varying coefficient, strong mixing, censored data
About article:
In this paper, we discuss wavelet estimation of time-varying coefficient models based on censored data where the survival and the censoring times are from a stationary $α$-mixing sequence. Under the appropriate conditions, the Berry-Esseen bouds of wavelet estimators are established. For the purpose of statistical inference, a random weighted wavelet estimator of the time-varying coefficient is also constructed, and some approximation rates are given.
How to cite:
ISO 690:
Zhu, X., Ni, B., Wang, H., Huang, X. 2019. Berry-Esseen bounds for wavelet estimator in time-varying coefficient models with censored dependent data. In Mathematica Slovaca, vol. 69, no.5, pp. 1213-1232. 0139-9918. DOI: https://doi.org/ 10.1515/ms-2017-0301
APA:
Zhu, X., Ni, B., Wang, H., Huang, X. (2019). Berry-Esseen bounds for wavelet estimator in time-varying coefficient models with censored dependent data. Mathematica Slovaca, 69(5), 1213-1232. 0139-9918. DOI: https://doi.org/ 10.1515/ms-2017-0301
About edition:
Publisher: Mathematical Institute, Slovak Academy of Sciences, Bratislava
Published: 5. 10. 2019