The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors

Tang, Xufei; Wang, Xuejun; Wu, Yi; Zhang, Fei

ESAIM: Probability and Statistics, Tome 24 (2020), pp. 21-38.

Suite au passage du modèle économique de la revue en S20, le texte intégral des articles des années 2019 et 2020 est accessible uniquement sur le site de l'éditeur et est réservé aux abonnés.

Consider the nonparametric regression model Y$$ = g(t$$) + ε$$, i = 1, 2, …, n,  n ≥ 1, where ε$$,  1 ≤ i ≤ n, are asymptotically negatively associated (ANA, for short) random variables. Under some appropriate conditions, the Berry-Esseen bound of the wavelet estimator of g(⋅) is established. In addition, some numerical simulations are provided in this paper. The results obtained in this paper generalize some corresponding ones in the literature.

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