Asymptotic Properties Of Wavelet Estimators In A Semiparametric EV Model Under NA Samples

The semiparametric EV models is widely used in the field of economic,life andforestry. In many semiparametric EV models, we always consider the error isindependent and identically distributed. HowEVer, in many practical problems, errorsoften show some dependencies. So it is very important to study semiparametric EVmodel with negative associated errors.NA sequence is very important. It is widely used in the field of reliabilitytheory,multivariate statistics,probability and stochastic processes. It is also used in thefield of atmosphere, geology and marine organism.So we study semiparametric EVmodel with negative associated errors in this paper.In chapter2, some estimators of the parameter, nonparameter and the variancefunction in a semiparametric EV model are established by the wavelet smoothingmethod. Under some general conditions,the strong consistency of wavelet estimatorsis studied.In chapter3, the asymptotic normality results are studied under the suitableconditions.The above results extend the corresponding conclusions of the semiparametricEV model with independent error,the semiparametric regression moder with negativeassociated errors,etc.