STATISTICAL INFERENCE FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS WITH ERROR-PRONE LINEAR COVARIATES
文献类型：期刊论文
| 作者 | Zhou, Yong1,2 ; Liang, Hua3
|
| 刊名 | ANNALS OF STATISTICS
 |
| 出版日期 | 2009-02-01 |
| 卷号 | 37期号:1页码:427-458 |
| 关键词 | Ancillary variables de-noise linear model errors-in-variable profile least-square-based estimator rational expection model validation data wild bootstrap |
| ISSN号 | 0090-5364 |
| DOI | 10.1214/07-AOS561 |
| 英文摘要 | We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for parametric and nonparametric components after we calibrate the error-prone covariates. Asymptotic properties of the proposed estimators are established. We also propose the profile least-square based ratio test and Wald test to identify significant parametric and nonparametric components. To improve accuracy of the proposed tests for small or moderate sample sizes, a wild bootstrap version is also proposed to calculate the critical values. Intensive simulation experiments are conducted to illustrate the proposed approaches. |
| 资助项目 | National Natural Science Foundation of China (NSFC)[10471140] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China, SUFE[211] ; Shanghai Leading Academic Discipline Project[13803] ; NIH/NIAID[AI62247] ; NIH/NIAID[AI59773] ; NSF[DMS806097] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000263129000016 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/8152]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhou, Yong |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China 3.Univ Rochester, Dept Biostat & Computat Biol, Rochester, NY 14642 USA |
| 推荐引用方式 GB/T 7714 | Zhou, Yong,Liang, Hua. STATISTICAL INFERENCE FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS WITH ERROR-PRONE LINEAR COVARIATES[J]. ANNALS OF STATISTICS,2009,37(1):427-458. |
| APA | Zhou, Yong,&Liang, Hua.(2009).STATISTICAL INFERENCE FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS WITH ERROR-PRONE LINEAR COVARIATES.ANNALS OF STATISTICS,37(1),427-458. |
| MLA | Zhou, Yong,et al."STATISTICAL INFERENCE FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS WITH ERROR-PRONE LINEAR COVARIATES".ANNALS OF STATISTICS 37.1(2009):427-458. |
入库方式： OAI收割
来源：数学与系统科学研究院
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