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作者:

Yang, Yiping (Yang, Yiping.) | Tong, Tiejun (Tong, Tiejun.) | Li, Gaorong (Li, Gaorong.) (学者:李高荣)

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Scopus SCIE

摘要:

In this paper, we consider the single-index measurement error model with mismeasured covariates in the nonparametric part. To solve the problem, we develop a simulation-extrapolation (SIMEX) algorithm based on the local linear smoother and the estimating equation. For the proposed SIMEX estimation, it is not needed to assume the distribution of the unobserved covariate. We transform the boundary of a unit ball in Rp to the interior of a unit ball in Rp-1 by using the constraint =1. The proposed SIMEX estimator of the index parameter is shown to be asymptotically normal under some regularity conditions. We also derive the asymptotic bias and variance of the estimator of the unknown link function. Finally, the performance of the proposed method is examined by simulation studies and is illustrated by a real data example.

关键词:

Estimating equation Local linear smoother Measurement error SIMEX Single-index model

作者机构:

  • [ 1 ] [Yang, Yiping]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
  • [ 2 ] [Tong, Tiejun]Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China
  • [ 3 ] [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

通讯作者信息:

  • 李高荣

    [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

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来源 :

ASTA-ADVANCES IN STATISTICAL ANALYSIS

ISSN: 1863-8171

年份: 2019

期: 1

卷: 103

页码: 137-161

1 . 4 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:25

被引次数:

WoS核心集被引频次: 51

SCOPUS被引频次: 56

ESI高被引论文在榜: 14 展开所有

  • 2022-3
  • 2022-1
  • 2021-11
  • 2021-9
  • 2021-7
  • 2021-5
  • 2021-3
  • 2021-1
  • 2020-11
  • 2020-9
  • 2020-7
  • 2020-5
  • 2020-3
  • 2020-1

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