Estimation in partial linear EV models with replicated observations

作     者：CUI Hengjian 

作者机构：Department of Mathematics Statistical Data Analysis Laboratory Beijing Normal University Beijing 100875China 

出 版 物：《Science China Mathematics》 (中国科学：数学（英文版）)

年 卷 期：2004年第47卷第1期

页      面：144-159页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：This work was partially supported by the National Natural Science Foundation of China(Grant No.10071009) Research Foundation of Doctorial Programme(Grant No.20020027010) the Excellent Young Teacher Programme of the Ministry of Educatioin of China 

主　　题：partial linear EV model, strong consistency, replicated observations. 

摘      要：The aim of this work is to construct the parameter estimators in the partial linear errors-in-variables (EV) models and explore their asymptotic properties. Unlike other related References, the assumption of known error covariance matrix is removed when the sample can be repeatedly drawn at each designed point from the model. The estimators of interested regression parameters, and the model error variance, as well as the nonparametric function, are constructed. Under some regular conditions, all of the estimators prove strongly consistent. Meanwhile, the asymptotic normality for the estimator of regression parameter is also presented. A simulation study is reported to illustrate our asymptotic results.