Statistical estimation in varying coefficient models with surrogate data and validation sampling

doi:10.1016/j.jmva.2009.04.012

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	Statistical estimation in varying coefficient models with surrogate data and validation sampling
	Wang, Qihua1,2 ; Zhang, Riquan 3,4
	2009-11-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	100 期号:10 页码:2389-2405
摘要	Varying coefficient error-in-covariables models are considered with surrogate data and validation sampling. Without specifying any error structure equation, two estimators for the coefficient function vector are suggested by using the local linear kernel smoothing technique. The proposed estimators are proved to be asymptotically normal. A bootstrap procedure is suggested to estimate the asymptotic variances. The data-driven bandwidth selection method is discussed. A simulation study is conducted to evaluate the proposed estimating methods. (C) 2009 Elsevier Inc. All rights reserved.
关键词	Asymptotic normality Local linear method Primary data Validation data Varying-coefficient model
DOI	10.1016/j.jmva.2009.04.012
语种	英语
资助项目	National Science Fund for Distinguished Young Scholars[10725106] ; National Natural Science Foundation of China[10671198] ; National Natural Science Foundation of China[10871072] ; National Science Fund for Creative Research Groups ; Research Grants Council of the Hong Kong, China[HKU 7050/06P]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000274975200021
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/9149
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 3.E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China 4.Shanxi Datong Univ, Dept Math, Datong 037000, Shanxi, Peoples R China
推荐引用方式 GB/T 7714	Wang, Qihua,Zhang, Riquan. Statistical estimation in varying coefficient models with surrogate data and validation sampling[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2009,100(10):2389-2405.
APA	Wang, Qihua,&Zhang, Riquan.(2009).Statistical estimation in varying coefficient models with surrogate data and validation sampling.JOURNAL OF MULTIVARIATE ANALYSIS,100(10),2389-2405.
MLA	Wang, Qihua,et al."Statistical estimation in varying coefficient models with surrogate data and validation sampling".JOURNAL OF MULTIVARIATE ANALYSIS 100.10(2009):2389-2405.