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

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

  • 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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