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Abstract:
The inference for the parameters in a semiparametric regression model is studied by using the wavelet and the bootstrap methods. The bootstrap statistics are constructed by using Efron's resampling technique, and the strong uniform convergence of the bootstrap approximation is proved. Our results can be used to construct the large sample confidence intervals for the parameters of interest. A simulation study is conducted to evaluate the finite-sample performance of the bootstrap method and to compare it with the normal approximation-based method.
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Source :
ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN: 1439-8516
Year: 2010
Issue: 4
Volume: 26
Page: 763-778
0 . 7 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:3
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 5
SCOPUS Cited Count: 5
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
Affiliated Colleges: