Efficient Statistical Inference for Partially Nonlinear Errors-in-Variables Models

被引：0

作者：

San Ying FENG ^{[1
]}

Gao Rong LI ^{[1
]}

Jun Hua ZHANG ^{[2
]}

机构：

[1] College of Applied Sciences,Beijing University of Technology

[2] College of Mechanical Engineering,Beijing Information Science and Technology University

来源：

Acta Mathematica Sinica,English Series | 2014年 / 30卷 / 09期

基金：

北京市自然科学基金; 中国国家自然科学基金;

关键词：

Partially nonlinear errors-in-variables model; measurement error; ordinary smooth; profile nonlinear least squares; asymptotic property;

D O I：

暂无

中图分类号：

O212.1 [一般数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper,we consider the partially nonlinear errors-in-variables models when the nonparametric component is measured with additive error.The profile nonlinear least squares estimator of unknown parameter and the estimator of nonparametric component are constructed,and their asymptotic properties are derived under general assumptions.Finite sample performances of the proposed statistical inference procedures are illustrated by Monte Carlo simulation studies.

引用

页码：1606 / 1620

页数：15

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