Using wavelet smoothing and least-squares methods,we investigate a heteroscedastic partly linear errors-in-variables (EV)model with $\alpha$-mixing random errors. The wavelet estimators of the parametric parts and nonparametric parts are given, and Berry-Esseen bounds of wavelet estimators are obtained under general conditions.
The project was supported by the National Natural Science Foundation of China (Grant Nos. 11471105; 1147 1223) and the Innovation Team Project of Hubei Normal University (Grant No. T201505).
HU Hongchang. Berry-Esseen Bounds of Wavelet Estimators in a Heteroscedastic Partly Linear EV Model with \alpha-Mixing Errors[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2018, 34(3): 221-245.