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Author:

Wang, Miaomiao (Wang, Miaomiao.) | Liu, Chunling (Liu, Chunling.) | Xie, Tianfa (Xie, Tianfa.) | Sun, Zhihua (Sun, Zhihua.)

Indexed by:

EI Scopus SCIE

Abstract:

In this work, the adequacy check of errors-in-variables varying-coefficient models is investigated when replicate measurements are available. Estimation using the naive method that ignores measurement errors is biased. After the calibration of the estimators of the regression coefficient functions, we construct an empirical-process-based test statistic by the attenuation of corrected residuals. The asymptotic properties of the test statistic under the null hypothesis, global and various local alternatives are established. Simulation studies and real data analyses reveal that the proposed test performs satisfactorily. (C) 2019 Elsevier B.V. All rights reserved.

Keyword:

Empirical process Model check Replicate measurements Additive measurement error Varying-coefficient models

Author Community:

  • [ 1 ] [Sun, Zhihua]Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
  • [ 2 ] [Liu, Chunling]Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
  • [ 3 ] [Wang, Miaomiao]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 4 ] [Xie, Tianfa]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

Reprint Author's Address:

  • [Sun, Zhihua]Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China

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Source :

COMPUTATIONAL STATISTICS & DATA ANALYSIS

ISSN: 0167-9473

Year: 2020

Volume: 141

Page: 12-27

1 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:46

Cited Count:

WoS CC Cited Count: 5

SCOPUS Cited Count: 8

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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