Indexed by:
Abstract:
We consider statistical inference for additive partial linear models when the linear covariate is measured with error. A bias-corrected spline-backfitted kernel smoothing method is proposed. Under mild assumptions, the proposed component function and parameter estimator are oracally efficient and fast to compute. The nonparametric function estimator's pointwise distribution is asymptotically equivalent to an function estimator in partial linear model. Finite-sample performance of the proposed estimators is assessed by simulation experiments. The proposed methods are applied to Boston house data set.
Keyword:
Reprint Author's Address:
Email:
Source :
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN: 0361-0918
Year: 2019
Issue: 10
Volume: 48
Page: 2985-2997
0 . 9 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:54
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 5
Affiliated Colleges: