摘要
考虑解释变量带有测量误差且响应变量随机缺失情形下的非线性半参数EV模型.利用核实数据,构造了未知参数和非参数函数的两种估计.证明了未知参数估计的渐近正态性,给出了非参数函数估计的最优收敛速度.
The missing response problem in nonlinear semiparametric EV（error-in-variables） models is considered,where the explanatory variate is erroneously measured.With the help of validation data,two estimators for the unknown parameters and the nonparametric function in the model are proposed.The asymptotic normality of the proposed statistics for the unknown parameters as well as the optimal convergence rate for the statistics of the nonparametric function are obtained.
出处
《系统科学与数学》
CSCD
北大核心
2010年第9期1236-1250,共15页
Journal of Systems Science and Mathematical Sciences
基金
国家社科基金项目资助(10CTJ001)
北京市属高等学校人才强教计划资助项目-中青年骨干人才培养计划
北京市教委统计学特色专业建设资助项目
关键词
核实数据
缺失数据
渐近正态性
最优收敛速度
Validation data
missing data
asymptotic normality
optimal convergence rate
