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OALib Journal期刊
ISSN: 2333-9721
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THE ESTIMATION OF NONLINEAR SEMIPARAMETRIC EV MODELS UNDER MISSING DATA
缺失数据下非线性半参数EV模型的估计

Keywords: Validation data,missing data,asymptotic normality,optimal convergence rate
核实数据
,缺失数据,渐近正态性,最优收敛速度.

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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.

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