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Article Dans Une Revue Journal of Mathematical Inequalities Année : 2023

Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence

Résumé

This paper investigates the nonparametric linear wavelet-based estimators of multi- variate regression functions. Under mild conditions, we establish the asymptotic normality under the weak dependence, which incorporates mixing and association concepts. This framework ap- plies to numerous classes of intriguing statistical processes, primarily Gaussian sequences and, more generally, Bernoulli shifts. We give an application for the confidence interval.

Dates et versions

hal-04166841 , version 1 (20-07-2023)

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Soumaya Allaoui, Salim Bouzebda, Jicheng Liu. Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence. Journal of Mathematical Inequalities, 2023, 17 (2), pp.481-515. ⟨10.7153/jmi-2023-17-32⟩. ⟨hal-04166841⟩
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