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国家教育部博士点基金(200900076110001)

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Estimation of Semi-Varying Coefficient Model with Surrogate Data and Validation Sampling被引量:1
2013年
In this paper, we investigate the estimation of semi-varying coefficient models when the nonlinear covariates are prone to measurement error. With the help of validation sampling, we propose two estimators of the parameter and the coefficient functions by combining dimension reduction and the profile likelihood methods without any error structure equation specification or error distribution assumption. We establish the asymptotic normality of proposed estimators for both the parametric and nonparametric parts and show that the proposed estimators achieves the best convergence rate. Data-driven bandwidth selection methods are also discussed. Simulations are conducted to evaluate the finite sample property of the estimation methods proposed.
Ya-zhao LRi-quan ZHANGZhen-sheng HUANG
关键词:变系数模型数据采样渐近正态性收敛速度
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