Varying-coefficient single-index measurement error model

被引：3

作者：

Zhao, Xin ^{[1
]}

Huang, Zhensheng ^{[1
]}

机构：

[1] Nanjing Univ Sci & Technol, Sch Sci, Nanjing, Jiangsu, Peoples R China

来源：

JOURNAL OF APPLIED STATISTICS | 2018年 / 45卷 / 12期

基金：

中国国家自然科学基金;

关键词：

Asymptotic properties; measurement errors; SIMEX technique; varying-coefficient single-index model; environmental dataset; SIMULATION-EXTRAPOLATION; EMPIRICAL LIKELIHOOD; CONFIDENCE-REGIONS; LONGITUDINAL DATA; REGRESSION;

D O I：

10.1080/02664763.2017.1410528

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper proposes a varying-coefficient single-index measurement error model, which consists of measurement error in the index covariates. We combine the simulation-extrapolation technique, the local linear regression and the weighted least-squares method to estimate the unknowns of the current model, and develop the asymptotic properties of the resulting estimators under some conditions. A simulation study is conducted to evaluate the proposed methodology, and a real example is also studied to illustrate our given methodology.

引用

页码：2128 / 2144

页数：17

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