Estimation of partial linear error-in-response models with validation data
文献类型：期刊论文
| 作者 | Wang, QH
|
| 刊名 | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
 |
| 出版日期 | 2003-03-01 |
| 卷号 | 55期号:1页码:21-39 |
| 关键词 | partial linear model validation data strong consistency asymptotic normality |
| ISSN号 | 0020-3157 |
| 英文摘要 | In this paper, an estimation theory in partial linear model is developed when there is measurement error in the response and when validation data are available. A semiparametric method with the primary data is used to define two estimators for both the regression parameter and the nonparametric part using the least squares criterion with the help of validation data. The proposed estimators of the parameter are proved to be strongly consistent and asymptotically normal, and the estimators of the nonparametric part are also proved to be strongly consistent and weakly consistent with an optimal convergent rate. Then, the two estimators of the parameter are compared based on their empirical performances. |
| 语种 | 英语 |
| WOS记录号 | WOS:000182153400003 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18749]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Heilongjiang Univ, Sch Sci, Harbin 150000, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, QH. Estimation of partial linear error-in-response models with validation data[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2003,55(1):21-39. |
| APA | Wang, QH.(2003).Estimation of partial linear error-in-response models with validation data.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,55(1),21-39. |
| MLA | Wang, QH."Estimation of partial linear error-in-response models with validation data".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 55.1(2003):21-39. |
入库方式： OAI收割
来源：数学与系统科学研究院
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