Liu Estimator in Semiparametric Partially Linear Varying Coefficient Models
نویسندگان
چکیده
منابع مشابه
Statistical Inference for Semiparametric Varying-coefficient Partially Linear Models with Error-prone Linear Covariates
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for parametric and nonparametric components after we calibrate the error-prone covariates. Asymptotic properties of the proposed estimators are established. We also p...
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ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2019
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v8n6p69