• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Feng, Sanying (Feng, Sanying.) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根)

Indexed by:

EI Scopus SCIE

Abstract:

In this paper, we consider the statistical inference for the partially liner varying coefficient model with measurement error in the nonparametric part when some prior information about the parametric part is available. The prior information is expressed in the form of exact linear restrictions. Two types of local bias-corrected restricted profile least squares estimators of the parametric component and nonparametric component are conducted, and their asymptotic properties are also studied under some regularity conditions. Moreover, we compare the efficiency of the two kinds of parameter estimators under the criterion of Loa(0)...ner ordering. Finally, we develop a linear hypothesis test for the parametric component. Some simulation studies are conducted to examine the finite sample performance for the proposed method. A real dataset is analyzed for illustration.

Keyword:

Profile Lagrange multiplier test Restricted estimator Local bias-corrected Asymptotic normality Errors-in-variables Partially linear varying coefficient model

Author Community:

  • [ 1 ] [Feng, Sanying]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Feng, Sanying]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Show more details

Related Keywords:

Source :

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

ISSN: 0020-3157

Year: 2014

Issue: 1

Volume: 66

Page: 121-140

1 . 0 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:81

JCR Journal Grade:3

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 26

SCOPUS Cited Count: 25

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 9

Affiliated Colleges:

Online/Total:542/10625971
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.