Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
2018
In this paper, we consider the nonparametric regression model Yni=g(ti)+eni,1≤i≤n and n≥1, where {ti} are non-random design points, and g(⋅) is an unknown Borel measurable function defined on [0, 1]. Under some general conditions, we study the asymptotic normality of the wavelet estimator of g(⋅), where the random errors {eni} are asymptotically negatively associated (ANA, for short) random variables. In addition, a simulation study is provided to evaluate the finite sample performance of the wavelet estimator.
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