摘要
研究非参数部分带有测量误差(EV)的部分线性变系数模型,综合局部纠偏方法和Profile最小二乘估计方法定义了模型中未知参数和系数函数的估计,并在适当条件下证明了它们的渐近性质,最后通过数值模拟研究了所提估计方法在有限样本下的实际表现。
In this paper,the partially linear varying coefficient models with measurement error in the nonparametic part were considered.The profile least-squares estimator for the unknown parameter and coefficient function are obtained by local linear regression technique.The asymptotic normality of the proposed estimators is proved under some appropriate conditions.Finite sample performance of the proposed method is illustrated by simulation.
出处
《河南科技大学学报（自然科学版）》
CAS
北大核心
2011年第2期83-87,112,共5页
Journal of Henan University of Science And Technology:Natural Science
基金
河南省科技攻关项目(082102210091)
洛阳师范学院青年基金项目(2010-QNJJ-001)
关键词
部分线性变系数模型
测量误差
局部纠偏
profile最小二乘
渐近正态性
Partially linear varying coefficient models
Errors-in-variables
Local bias-corrected
Profile least-squares
Asymptotic normality
