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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.
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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
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