Articles with "berry esseen" as a keyword



Non-uniform Berry-Esseen Bounds for Coordinate Symmetric Random Vectors with Applications

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Published in 2019 at "Acta Mathematica Vietnamica"

DOI: 10.1007/s40306-018-00305-2

Abstract: This work establishes the nonuniform Berry-Esseen inequality for coordinate symmetric vectors. The nonuniform Lp (p ≥ 1) bound is also established. The main results are applied to projections of random vectors distributed according to a family… read more here.

Keywords: coordinate symmetric; random vectors; berry esseen; non uniform ... See more keywords
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Optimal Berry–Esseen bound for parameter estimation of SPDE with small noise

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Published in 2018 at "Journal of The Korean Statistical Society"

DOI: 10.1016/j.jkss.2018.04.003

Abstract: Abstract We investigate a rate of convergence on asymptotic normality of the maximum likelihood estimator (MLE) for parameter θ appearing in parabolic SPDEs of the form d u ϵ ( t , x ) =… read more here.

Keywords: esseen bound; optimal berry; bound parameter; berry esseen ... See more keywords

Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors

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Published in 2019 at "International Journal of Computer Mathematics"

DOI: 10.1080/00207160.2018.1487958

Abstract: ABSTRACT For the heteroscedastic regression model , where , are known to be nonrandom design points, and are defined on the closed interval [0,1]. When is known, we investigate the Berry–Esseen type bounds for wavelet… read more here.

Keywords: random errors; berry esseen; regression model; heteroscedastic regression ... See more keywords

The Berry-Esseen bounds of wavelet estimator for nonparametric regression models whose errors form a linear process based on ANA sequences

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Published in 2024 at "Journal of Statistical Computation and Simulation"

DOI: 10.1080/00949655.2024.2381495

Abstract: In this paper, we consider the nonparametric regression model $ Y_{ni}= g(t_{ni})+\varepsilon _i $ Yni=g(tni)+ϵi ( $ 1\leq i\leq n $ 1≤i≤n), where $ \varepsilon _{i}=\sum _{j=-\infty }^{\infty }a_je_{i-j} $ ϵi=∑j=−∞∞ajei−j and $ e_{i} $… read more here.

Keywords: bounds wavelet; nonparametric regression; berry esseen; esseen bounds ... See more keywords