胡宏昌. 混合误差异方差部分线性EV模型的小波估计的Berry-Esseen界[J]. 应用概率统计, 2018, 34(3): 221-245. DOI: 10.3969/j.issn.1001-4268.2018.03.001
引用本文: 胡宏昌. 混合误差异方差部分线性EV模型的小波估计的Berry-Esseen界[J]. 应用概率统计, 2018, 34(3): 221-245. DOI: 10.3969/j.issn.1001-4268.2018.03.001
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 Statistics, 2018, 34(3): 221-245. DOI: 10.3969/j.issn.1001-4268.2018.03.001
Citation: 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 Statistics, 2018, 34(3): 221-245. DOI: 10.3969/j.issn.1001-4268.2018.03.001

混合误差异方差部分线性EV模型的小波估计的Berry-Esseen界

Berry-Esseen Bounds of Wavelet Estimators in a Heteroscedastic Partly Linear EV Model with \alpha-Mixing Errors

  • 摘要: 本文使用小波估计和最小二乘的方法研究误差为alpha,混合异方差的部分线性EV模型,给出了参数和非参数部分的小波估计.在一般的条件下得到了小波估计量的Berry-Esseen界.

     

    Abstract: 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.

     

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