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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Year of publication:	2003
Authors:	Yang, Shanchao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 2, p. 101-110
Publisher:	Elsevier
Keywords:	Fixed design regression Weighted estimate Asymptotic normality Negatively associated

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254178