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作者:

Hu, Guozhi (Hu, Guozhi.) | Cheng, Weihu (Cheng, Weihu.) | Zeng, Jie (Zeng, Jie.) | Guan, Ruijie (Guan, Ruijie.)

收录:

Scopus SCIE

摘要:

This paper is concerned with optimal model averaging procedure for semiparametric partially linear models where some covariates are subject to measurement error. We proposed a corrected semiparametric generalized least squares estimation for unknown parameters and nonparametric function, and developed a Mallows-type criterion for weight choice. The resulting model average estimator is shown to be asymptotically optimal in terms of achieving the smallest possible squared error under some regularity conditions. The simulation studies demonstrate that the proposed procedure is superior to traditional model selection and model averaging methods. Our approach is further applied to Ragweed Pollen Level data.(c) 2023 Elsevier B.V. All rights reserved.

关键词:

Measurement error Semiparametric partially linear model Model averaging Asymptotic optimality Mallows criterion

作者机构:

  • [ 1 ] [Hu, Guozhi]Hefei Normal Univ, Sch Math & Stat, Hefei, Peoples R China
  • [ 2 ] [Zeng, Jie]Hefei Normal Univ, Sch Math & Stat, Hefei, Peoples R China
  • [ 3 ] [Cheng, Weihu]Beijing Univ Technol, Fac Sci, Beijing, Peoples R China
  • [ 4 ] [Guan, Ruijie]Beijing Univ Technol, Fac Sci, Beijing, Peoples R China

通讯作者信息:

  • [Zeng, Jie]Hefei Normal Univ, Sch Math & Stat, Hefei, Peoples R China;;

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来源 :

JOURNAL OF STATISTICAL PLANNING AND INFERENCE

ISSN: 0378-3758

年份: 2023

卷: 230

0 . 9 0 0

JCR@2022

被引次数:

WoS核心集被引频次:

SCOPUS被引频次: 2

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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