Non-uniform Berry-Esseen Bounds for Coordinate Symmetric Random Vectors with Applications
Sign Up to like & getrecommendations! 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
Optimal Berry–Esseen bound for parameter estimation of SPDE with small noise
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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
Sign Up to like & getrecommendations! 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