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作者:

Zhang, Weiwei (Zhang, Weiwei.) | Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

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EI Scopus SCIE

摘要:

In this paper, we investigate the estimation and testing problems of partially linear varying-coefficient errors-in-variables (EV) models under additional restricted condition. The restricted estimators of parametric and nonparametric components are established based on modified profile least-squares method, and their asymptotic properties are also studied under some regularity conditions. Moreover, the modified profile Lagrange multiplier test statistic is constructed under additional restricted condition. It is shown that the modified profile Lagrange multiplier test statistic is asymptotically distribution-free and follows a Chi-squared distribution under the null hypothesis. Some simulation studies are carried out to assess the performance of the proposed methods. A real dataset is analyzed for illustration. (C) 2011 Elsevier B.V. All rights reserved.

关键词:

Confidence region Errors-in-variables Modified profile Lagrange multiplier test Partially linear varying-coefficient models Restricted estimators

作者机构:

  • [ 1 ] [Zhang, Weiwei]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • 李高荣

    [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

COMPUTATIONAL STATISTICS & DATA ANALYSIS

ISSN: 0167-9473

年份: 2011

期: 11

卷: 55

页码: 3027-3040

1 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:84

JCR分区:2

中科院分区:2

被引次数:

WoS核心集被引频次: 28

SCOPUS被引频次: 29

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

近30日浏览量: 2

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