Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
文献类型：期刊论文
| 作者 | Wang, Qihua ; Yu, Keming
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2007-03-01 |
| 卷号 | 98期号:3页码:455-480 |
| 关键词 | conditional density estimation empirical likelihood kernel estimations measurement error surrogate variables |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2005.05.011 |
| 英文摘要 | We present methods to handle error-in-variables models. Kernel-based likelihood score estimating equation methods are developed for estimating conditional density parameters. In particular, a semiparametric likelihood method is proposed for sufficiently using the information in the data. The asymptotic distribution theory is derived. Small sample simulations and a real data set are used to illustrate the proposed estimation methods. (c) 2005 Elsevier Inc. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000242913700002 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3959]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Qihua,Yu, Keming. Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2007,98(3):455-480. |
| APA | Wang, Qihua,&Yu, Keming.(2007).Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data.JOURNAL OF MULTIVARIATE ANALYSIS,98(3),455-480. |
| MLA | Wang, Qihua,et al."Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data".JOURNAL OF MULTIVARIATE ANALYSIS 98.3(2007):455-480. |
入库方式： OAI收割
来源：数学与系统科学研究院
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