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Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors
Liwang Ding1,2, Ping Chen1, Yongming Li3
11School of Science, Nanjing University of Science and Technology, Nanjing, 210094 P.R. China.
Abstract:
In this paper, the authors investigate the Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD random variable sequence. The rate of the normal approximation is shown as [Formula: see text] under some appropriate conditions. The results obtained in the article generalize or improve the corresponding ones for mixing dependent sequences in some sense.
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