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Author:

Zhang, Weiwei (Zhang, Weiwei.) | Li, Gaorong (Li, Gaorong.) (Scholars:李高荣) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根)

Indexed by:

EI Scopus SCIE

Abstract:

In this paper, we investigate the estimation and testing problems of partially linear varying-coefficient errors-in-variables (EV) models under additional restricted condition. The restricted estimators of parametric and nonparametric components are established based on modified profile least-squares method, and their asymptotic properties are also studied under some regularity conditions. Moreover, the modified profile Lagrange multiplier test statistic is constructed under additional restricted condition. It is shown that the modified profile Lagrange multiplier test statistic is asymptotically distribution-free and follows a Chi-squared distribution under the null hypothesis. Some simulation studies are carried out to assess the performance of the proposed methods. A real dataset is analyzed for illustration. (C) 2011 Elsevier B.V. All rights reserved.

Keyword:

Modified profile Lagrange multiplier test Restricted estimators Errors-in-variables Partially linear varying-coefficient models Confidence region

Author Community:

  • [ 1 ] [Zhang, Weiwei]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 李高荣

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

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Source :

COMPUTATIONAL STATISTICS & DATA ANALYSIS

ISSN: 0167-9473

Year: 2011

Issue: 11

Volume: 55

Page: 3027-3040

1 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:2

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count: 28

SCOPUS Cited Count: 29

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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