Statistical estimation in varying coefficient models with surrogate data and validation sampling
文献类型：期刊论文
| 作者 | Wang, Qihua1,2 ; Zhang, Riquan3,4
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2009-11-01 |
| 卷号 | 100期号:10页码:2389-2405 |
| 关键词 | Asymptotic normality Local linear method Primary data Validation data Varying-coefficient model |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2009.04.012 |
| 英文摘要 | Varying coefficient error-in-covariables models are considered with surrogate data and validation sampling. Without specifying any error structure equation, two estimators for the coefficient function vector are suggested by using the local linear kernel smoothing technique. The proposed estimators are proved to be asymptotically normal. A bootstrap procedure is suggested to estimate the asymptotic variances. The data-driven bandwidth selection method is discussed. A simulation study is conducted to evaluate the proposed estimating methods. (C) 2009 Elsevier Inc. All rights reserved. |
| 资助项目 | National Science Fund for Distinguished Young Scholars[10725106] ; National Natural Science Foundation of China[10671198] ; National Natural Science Foundation of China[10871072] ; National Science Fund for Creative Research Groups ; Research Grants Council of the Hong Kong, China[HKU 7050/06P] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000274975200021 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9148]  |
| 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 3.E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China 4.Shanxi Datong Univ, Dept Math, Datong 037000, Shanxi, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Qihua,Zhang, Riquan. Statistical estimation in varying coefficient models with surrogate data and validation sampling[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2009,100(10):2389-2405. |
| APA | Wang, Qihua,&Zhang, Riquan.(2009).Statistical estimation in varying coefficient models with surrogate data and validation sampling.JOURNAL OF MULTIVARIATE ANALYSIS,100(10),2389-2405. |
| MLA | Wang, Qihua,et al."Statistical estimation in varying coefficient models with surrogate data and validation sampling".JOURNAL OF MULTIVARIATE ANALYSIS 100.10(2009):2389-2405. |
入库方式： OAI收割
来源：数学与系统科学研究院
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