The focused information criterion for varying-coefficient partially linear measurement error models
文献类型：期刊论文
| 作者 | Wang, Hai Ying1; Chen, Xinjie2; Flournoy, Nancy3 |
| 刊名 | STATISTICAL PAPERS
 |
| 出版日期 | 2016-03-01 |
| 卷号 | 57期号:1页码:99-113 |
| 关键词 | Focused information criterion Measurement errors Model averaging Model selection Semi-parametric models |
| ISSN号 | 0932-5026 |
| DOI | 10.1007/s00362-014-0645-z |
| 英文摘要 | Under general parametric models, Claeskens and Hjort (J Am Stat Assoc 98:900-916, 2003) proposed a focused information criterion for model selection which emphasizes the accuracy of estimation for particular parameters of interest. This paper extends their framework to include a semi-parametric varying-coefficient partially linear model when covariates in both the parametric and the non-parametric parts are subject to measurement errors. We allow the covariance matrices of the measurement errors to be unknown and be estimated by replicated observations. Also, we derive the asymptotic properties of the frequentist model average estimator for the model in consideration, which generalizes the results obtained by Wang et al. (Electron J Stat 6:1017-1039, 2012). In addition to asymptotic properties, finite sample performance of the proposed methods are examined in a simulation study, and a data set obtained from Continuing Survey of Food Intakes by Individuals conducted by the U.S. Department of Agriculture's (CSFII) is considered. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000370874400008 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/22164]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang, Hai Ying |
| 作者单位 | 1.Univ New Hampshire, Dept Math & Stat, Durham, NH 03824 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Univ Missouri, Dept Stat, Columbia, MO 65211 USA |
| 推荐引用方式 GB/T 7714 | Wang, Hai Ying,Chen, Xinjie,Flournoy, Nancy. The focused information criterion for varying-coefficient partially linear measurement error models[J]. STATISTICAL PAPERS,2016,57(1):99-113. |
| APA | Wang, Hai Ying,Chen, Xinjie,&Flournoy, Nancy.(2016).The focused information criterion for varying-coefficient partially linear measurement error models.STATISTICAL PAPERS,57(1),99-113. |
| MLA | Wang, Hai Ying,et al."The focused information criterion for varying-coefficient partially linear measurement error models".STATISTICAL PAPERS 57.1(2016):99-113. |
入库方式： OAI收割
来源：数学与系统科学研究院
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