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系统科学与数学 2010
THE ESTIMATION OF NONLINEAR SEMIPARAMETRIC EV MODELS UNDER MISSING DATA
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Abstract:
The missing response problem in nonlinear semiparametric EV(error-in-vari- ables) 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.