In this paper,a sem iparam etric regression m odel in w hich errors are i.i.d random variables from an unknow n density f(·) is considered.Based on Hallet al.(1995),a nonlinear w avelet estim ation of f(·)...In this paper,a sem iparam etric regression m odel in w hich errors are i.i.d random variables from an unknow n density f(·) is considered.Based on Hallet al.(1995),a nonlinear w avelet estim ation of f(·) withoutrestrictions ofcontinuity everyw here on f(·) is given,and the convergence rate ofthe estim ators in L2 is obtained.展开更多
文摘In this paper,a sem iparam etric regression m odel in w hich errors are i.i.d random variables from an unknow n density f(·) is considered.Based on Hallet al.(1995),a nonlinear w avelet estim ation of f(·) withoutrestrictions ofcontinuity everyw here on f(·) is given,and the convergence rate ofthe estim ators in L2 is obtained.
