| 摘要: |
| 本文研究了核实数据下的协变量带有测量误差的非线性半参数EV模型.在不假定测量误差结构的情形下,利用最小二乘方法和核光滑技术,构造了非线性函数中未知参数的两种估计,证明了未知参数估计的渐近正态性.通过数值模拟说明所提估计方法在有限样本下的有效性. |
| 关键词: 非线性半参数EV模型 核实数据 渐近正态性 |
| DOI： |
| 分类号:O212.7 |
| 基金项目:Supported by National Natural Science Foundation of China (61303223;91120014) |
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| STATISTICAL ESTIMATION IN NONLINEAR SEMIPARAMETRIC EV MODELS WITH VALIDATION DATA |
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XIAO Yan-ting1,2, TIAN Zheng1, SUN Jin2
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1.Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an 710129, China;2.Department of Applied Mathematics, Xi'an University of Technology, Xi'an 710054, China
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| Abstract: |
| In this paper, nonlinear semiparametric error-in-variables(EV) models are considered with validation data. Without specifying any error structure equation, two estimators for the parameter in the nonlinear function are proposed based on the least square method and the kernel smoothing technique. The obtained estimators are proved to be asymptotically normal. A simulation study is conducted to show the proposed estimation methods are valid in finite sample. |
| Key words: nonlinear semiparametric EV model validation data asymptotic normality |
