CHAI Genxiang, XU Kejun. Wavelet Smoothing in Semiparametric Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(1): 97-105.
Citation:
CHAI Genxiang, XU Kejun. Wavelet Smoothing in Semiparametric Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(1): 97-105.
CHAI Genxiang, XU Kejun. Wavelet Smoothing in Semiparametric Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(1): 97-105.
Citation:
CHAI Genxiang, XU Kejun. Wavelet Smoothing in Semiparametric Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(1): 97-105.
Wavelet Smoothing in Semiparametric Regression Model
Consider the semiparametric regression model gived by Y_i=x_i^\prime \beta+g\left(t_i\right)+e_i, \quad 1 \leq i \leq n.. Our goal is to estimate β and g(·) based on \left\Y_i, x_i, t_i\right\_i=1^n, we apply wavelet smoothing to the model and study the asymptotic behavior of tile wavelet estimators.
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