Generalized profile LSE in varying-coefficient partially linear models with measurement errors
文献类型：期刊论文
| 作者 | Ma Yunbei2; You Jinhong1; Zhou Yong1 |
| 刊名 | Acta Mathematicae Applicatae Sinica, English Series,
 |
| 出版日期 | 2013 |
| 卷号 | 29期号:3页码:477-490 |
| 关键词 | REGRESSION-MODELS VARIABLES INFERENCES Semiparametric modeling varying-coefficient measurement error local polynomial profile least squares asymptotic normality |
| ISSN号 | 0168-9673 |
| 其他题名 | Generalized profile LSE in varying-coefficient partially linear models with measurement errors |
| 英文摘要 | This paper is concerned with the estimating problem of a semiparametric varying-coefficient partially linear errors-in-variables model Y-i = X-i(T)beta + Z(i)(T)alpha(U-i) + epsilon(i), W-i = X-i+xi(i), i = 1,..., n. Due to measurement errors, the usual profile least square estimator of the parametric component, local polynomial estimator of the nonparametric component and profile least squares based estimator of the error variance are biased and inconsistent. By taking the measurement errors into account we propose a generalized profile least squares estimator for the parametric component and show it is consistent and asymptotically normal. Correspondingly, the consistent estimation of the nonparametric component and error variance are proposed as well. These results may be used to make asymptotically valid statistical inferences. Some simulation studies are conducted to illustrate the finite sample performance of these proposed estimations. |
| 资助项目 | [National Natural Science Funds for Distinguished Young Scholar] ; [Creative Research Groups of China] ; [NCMIS] ; [Shanghai University of Finance and Economics through Project 211 Phase III] ; [Shanghai Leading Academic Discipline Project] |
| 语种 | 英语 |
| CSCD记录号 | CSCD:4851583 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/53350]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.上海大学 2.Southwestern University Finance & Econ, Sch Stat, Chengdu 611130, Peoples R China 3.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Ma Yunbei,You Jinhong,Zhou Yong. Generalized profile LSE in varying-coefficient partially linear models with measurement errors[J]. Acta Mathematicae Applicatae Sinica, English Series,,2013,29(3):477-490. |
| APA | Ma Yunbei,You Jinhong,&Zhou Yong.(2013).Generalized profile LSE in varying-coefficient partially linear models with measurement errors.Acta Mathematicae Applicatae Sinica, English Series,,29(3),477-490. |
| MLA | Ma Yunbei,et al."Generalized profile LSE in varying-coefficient partially linear models with measurement errors".Acta Mathematicae Applicatae Sinica, English Series, 29.3(2013):477-490. |
入库方式： OAI收割
来源：数学与系统科学研究院
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