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作者:

Feng, Sanying (Feng, Sanying.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

收录:

EI Scopus SCIE

摘要:

In this paper, we consider the statistical inference for the partially liner varying coefficient model with measurement error in the nonparametric part when some prior information about the parametric part is available. The prior information is expressed in the form of exact linear restrictions. Two types of local bias-corrected restricted profile least squares estimators of the parametric component and nonparametric component are conducted, and their asymptotic properties are also studied under some regularity conditions. Moreover, we compare the efficiency of the two kinds of parameter estimators under the criterion of Loa(0)...ner ordering. Finally, we develop a linear hypothesis test for the parametric component. Some simulation studies are conducted to examine the finite sample performance for the proposed method. A real dataset is analyzed for illustration.

关键词:

Asymptotic normality Errors-in-variables Local bias-corrected Partially linear varying coefficient model Profile Lagrange multiplier test Restricted estimator

作者机构:

  • [ 1 ] [Feng, Sanying]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • [Feng, Sanying]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

ISSN: 0020-3157

年份: 2014

期: 1

卷: 66

页码: 121-140

1 . 0 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:56

JCR分区:3

中科院分区:3

被引次数:

WoS核心集被引频次: 21

SCOPUS被引频次: 22

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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