【摘 要】
：
Consider the following heteroscedastic semiparametric regression model:yi =XTiβ + g(ti) + σiei, 1 ＜ i ≤ n,where {Xi,1 ＜ i ＜ n} are random design points,errors {
【机 构】
：
College of Mathematics and Statistics
论文部分内容阅读
Consider the following heteroscedastic semiparametric regression model:yi =XTiβ + g(ti) + σiei, 1 ＜ i ≤ n,where {Xi,1 ＜ i ＜ n} are random design points,errors {ei,1 ＜ i ＜ n} are negatively associated (NA) random variables,σ2i =h(ui),and {ui} and {ti} are two nonrandom sequences on [0,1].Some wavelet estimators of the parametric component β,the nonparametric component g(t) and the variance function h(u) are given.Under some general conditions,the strong convergence rate of these wavelet estimators is O(n -1/3 log n).Hence our results are extensions of those results on independent random error settings.
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