Estimation of partial linear error-in-response models with validation data

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	Estimation of partial linear error-in-response models with validation data
	Wang, QH
	2003-03-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
卷号	55 期号:1 页码:21-39
摘要	In this paper, an estimation theory in partial linear model is developed when there is measurement error in the response and when validation data are available. A semiparametric method with the primary data is used to define two estimators for both the regression parameter and the nonparametric part using the least squares criterion with the help of validation data. The proposed estimators of the parameter are proved to be strongly consistent and asymptotically normal, and the estimators of the nonparametric part are also proved to be strongly consistent and weakly consistent with an optimal convergent rate. Then, the two estimators of the parameter are compared based on their empirical performances.
关键词	partial linear model validation data strong consistency asymptotic normality
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000182153400003
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18750
专题	应用数学研究所
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Heilongjiang Univ, Sch Sci, Harbin 150000, Peoples R China
推荐引用方式 GB/T 7714	Wang, QH. Estimation of partial linear error-in-response models with validation data[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2003,55(1):21-39.
APA	Wang, QH.(2003).Estimation of partial linear error-in-response models with validation data.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,55(1),21-39.
MLA	Wang, QH."Estimation of partial linear error-in-response models with validation data".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 55.1(2003):21-39.