Corrected-loss estimation for Error-in-Variable partially linear model

作     者：JIN Jiao TONG XingWei 

作者机构：School of Statistics Beijing Normal University 

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

年 卷 期：2015年第58卷第5期

页      面：1101-1114页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 09[农学] 0904[农学-植物保护] 0714[理学-统计学（可授理学、经济学学位）] 090401[农学-植物病理学] 070103[理学-概率论与数理统计] 090402[农学-农业昆虫与害虫防治] 0701[理学-数学] 

基　　金：supported by National Natural Science Foundation of China(Grant Nos.10901020 and 11371062) the Fundamental Research Funds for the Central Universities,Beijing Center for Mathematics and Information Interdisciplinary Sciences,China Zhongdian Project(Grant No.11131002) 

主　　题：partially linear model Error-in-Variable robust analysis 

摘      要：We consider an Error-in-Variable partially linear model where the covariates of linear part are measured with error which follows a normal distribution with a known covariance matrix. We propose a corrected-loss estimation of the covariate effect. The proposed estimator is asymptotically normal. Simulation studies are presented to show that the proposed method performs well with finite samples, and the proposed method is applied to a real data set.