Efficient Statistical Inference for Partially Nonlinear Errors-in-Variables Models

被引：3

作者：

Feng, San Ying ^{[1
]}

Li, Gao Rong ^{[1
]}

Zhang, Jun Hua ^{[2
]}

机构：

[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

[2] Beijing Informat Sci & Technol Univ, Coll Mech Engn, Beijing 100192, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2014年 / 30卷 / 09期

基金：

中国国家自然科学基金; 北京市自然科学基金;

关键词：

Partially nonlinear errors-in-variables model; measurement error; ordinary smooth; profile nonlinear least squares; asymptotic property; LIKELIHOOD; REGRESSION;

D O I：

10.1007/s10114-014-1358-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider the partially nonlinear errors-in-variables models when the nonparametric component is measured with additive error. The profile nonlinear least squares estimator of unknown parameter and the estimator of nonparametric component are constructed, and their asymptotic properties are derived under general assumptions. Finite sample performances of the proposed statistical inference procedures are illustrated by Monte Carlo simulation studies.

引用

页码：1606 / 1620

页数：15

共 22 条

[1]

[Anonymous], 2004, Statistical Tools for Nonlinear Regression: A Practical Guide with S-PLUS Examples

[2]

[Anonymous], 2003, Semiparametric Regression

[3]

[Anonymous], 1990, APPL NONPARAMETRIC R, DOI DOI 10.1017/CCOL0521382483

[4]

Bates D. M., 1988, Nonlinear regression analysis and its applications, V2

[5] NONPARAMETRIC REGRESSION WITH ERRORS-IN-VARIABLES [J].

FAN, JQ ;

TRUONG, YK .

ANNALS OF STATISTICS, 1993, 21 (04) :1900-1925

[6]

[冯三营 FENG San-ying], 2010, [高校应用数学学报. A辑, Applied Mathematics a Journal of Chinese Universities], V25, P53

[7]

Fuller W. A., 2009, Measurement error models

[8]

Hardle W., 2000, CONTR STAT

[9] Empirical likelihood confidence region for the parameter in a partially linear errors-in-variables model [J].

Li, Gaorong ;

Xue, Liugen .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2008, 37 (10) :1552-1564

[10] Efficient statistical inference procedures for partially nonlinear models and their applications [J].

Li, Runze ;

Nie, Lei .

BIOMETRICS, 2008, 64 (03) :904-911

← 1 2 3 →