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
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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.