Nonparametric estimation of varying coefficient error-in-variable models with validation sampling

作者：Lv, Yazhao; Zhang, Riquan^*; Huang, Zhensheng

来源：Journal of Statistical Planning and Inference, 2011, 141(10): 3323-3344.

DOI：10.1016/j.jspi.2011.04.017

• Asymptotic normality
• Local linear method
• Primary data
• Validation sampling
• Varying coefficient model

In this paper, varying coefficient models are investigated with the response and covariate prone to measurement error. Without specifying any error structure equation, four estimators of the coefficient function vector are proposed by using the local linear kernel smoothing technique and also proved to be asymptotically normal. The data-driven bandwidth selection method is discussed. Simulation examples are conducted to evaluate the proposed estimation methods.

• 出版日期2011-10
• 单位山西大同大学; 华东师范大学