Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data

doi:10.1016/j.jmva.2005.05.011

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	Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
	Wang, Qihua; Yu, Keming
	2007-03-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	98 期号:3 页码:455-480
摘要	We present methods to handle error-in-variables models. Kernel-based likelihood score estimating equation methods are developed for estimating conditional density parameters. In particular, a semiparametric likelihood method is proposed for sufficiently using the information in the data. The asymptotic distribution theory is derived. Small sample simulations and a real data set are used to illustrate the proposed estimation methods. (c) 2005 Elsevier Inc. All rights reserved.
关键词	conditional density estimation empirical likelihood kernel estimations measurement error surrogate variables
DOI	10.1016/j.jmva.2005.05.011
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000242913700002
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3960
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wang, Qihua,Yu, Keming. Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2007,98(3):455-480.
APA	Wang, Qihua,&Yu, Keming.(2007).Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data.JOURNAL OF MULTIVARIATE ANALYSIS,98(3),455-480.
MLA	Wang, Qihua,et al."Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data".JOURNAL OF MULTIVARIATE ANALYSIS 98.3(2007):455-480.