Dimension reduction in partly linear error-in-response models with validation data
文献类型：期刊论文
| 作者 | Wang, QH
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2003-05-01 |
| 卷号 | 85期号:2页码:234-252 |
| 关键词 | dimension reduction partial linear model validation data asymptotic normality |
| ISSN号 | 0047-259X |
| DOI | 10.1016/S0047-259X(02)00066-0 |
| 英文摘要 | Consider partial linear models of the form Y=X(tau)beta+g(T)+e with Y measured with error and both p-variate explanatory X and T measured exactly. Let (Y) over tilde be the surrogate variable for Y with measurement error. Let primary data set be that containing independent observations on ((Y) over tilde, X, T) and the validation data set be that containing independent observations on (Y, (Y) over tilde, X, T), where the exact observations on Y may be obtained by some expensive or difficult procedures for only a small subset of subjects enrolled in the study. In this paper, without specifying any structure equations and distribution assumption of Y given (Y) over tilde, a semiparametric dimension reduction technique is employed to obtain estimators of beta and g(.) based the least squared method and kernel method with the primary data and validation data. The proposed estimators of beta are proved to be asymptotically normal, and the estimator for g(.) is proved to be weakly consistent with an optimal convergent rate. (C) 2003 Elsevier Science (USA). All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000183083200002 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18661]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, QH |
| 作者单位 | 1.Heilongjiang Univ, Harbin 150080, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100871, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, QH. Dimension reduction in partly linear error-in-response models with validation data[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2003,85(2):234-252. |
| APA | Wang, QH.(2003).Dimension reduction in partly linear error-in-response models with validation data.JOURNAL OF MULTIVARIATE ANALYSIS,85(2),234-252. |
| MLA | Wang, QH."Dimension reduction in partly linear error-in-response models with validation data".JOURNAL OF MULTIVARIATE ANALYSIS 85.2(2003):234-252. |
入库方式： OAI收割
来源：数学与系统科学研究院
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