缺失数据下非线性半参数EV模型的估计

刘强

系统科学与数学 ›› 2010, Vol. 30 ›› Issue (9) : 1236-1250.

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中国科学院数学与系统科学研究院期刊网
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系统科学与数学 ›› 2010, Vol. 30 ›› Issue (9) : 1236-1250. DOI: 10.12341/jssms09261
论文

缺失数据下非线性半参数EV模型的估计

    刘强
作者信息 +

The Estimation of Nonlinear Semiparametric EV Models Under Missing Data

    LIU Qiang
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摘要

考虑解释变量带有测量误差且响应变量随机缺失情形下的非线性半参数EV模型. 利用核实数据,构造了未知参数和非参数函数的两种估计.证明了未知参数估计的渐近正态性,给出了非参数函数估计的最优收敛速度.

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.

关键词

核实数据 / 缺失数据 / 渐近正态性 / 最优收敛速度.

Key words

Validation data / missing data / asymptotic normality / optimal convergence rate.

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刘强. 缺失数据下非线性半参数EV模型的估计. 系统科学与数学, 2010, 30(9): 1236-1250. https://doi.org/10.12341/jssms09261
LIU Qiang. The Estimation of Nonlinear Semiparametric EV Models Under Missing Data. Journal of Systems Science and Mathematical Sciences, 2010, 30(9): 1236-1250 https://doi.org/10.12341/jssms09261
中图分类号： 62G05    62J99   
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