Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses

This article is concerned with the semi-parametric error-in-variables (EV) model with missing responses: yi =.i ss + g(ti) + i, xi =.i + mu i, where i = siei is heteroscedastic, f (ui) = s2 i, yi are the response variables missing at random, the design points (.i, ti, ui) are known and non-random, ss is an unknown parameter, g(center dot) and f (center dot) are functions defined on closed interval [0, 1], and the.i are the potential variables observed with measurement errors mu i, ei are random errors. Under appropriate conditions, we study the strong consistent rates for the estimators of ss, g(center dot) and f (center dot). Finite sample behavior of the estimators is investigated via simulations.