Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples

In this paper, we discuss the uniformly asymptotic normality of the weighted function estimate of the fixed design regression model for negatively associated samples. We give the rates of uniform asymptotic normality. The rate is near n −1/4 when the third moment is finite.

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Bibliographic Details
Published in:Statistics & probability letters 2003-04, Vol.62 (2), p.101-110
Main Author: Yang, Shanchao
Format: Article
Language:English
Subjects:
Asymptotic normality
Distribution theory
Exact sciences and technology
Fixed design regression
Fixed design regression Weighted estimate Asymptotic normality Negatively associated
Mathematics
Negatively associated
Nonparametric inference
Probability and statistics
Sciences and techniques of general use
Statistics
Weighted estimate
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Description
Summary:In this paper, we discuss the uniformly asymptotic normality of the weighted function estimate of the fixed design regression model for negatively associated samples. We give the rates of uniform asymptotic normality. The rate is near n −1/4 when the third moment is finite.
ISSN:0167-7152
1879-2103
DOI:10.1016/S0167-7152(02)00427-3