Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data

doi:10.1016/j.jmva.2005.05.011

	Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
	Wang, Qihua ; Yu, Keming
刊名	JOURNAL OF MULTIVARIATE ANALYSIS
	2007-03-01
卷号	98 期号:3 页码:455-480
关键词	conditional density estimation empirical likelihood kernel estimations measurement error surrogate variables
ISSN号	0047-259X
DOI	10.1016/j.jmva.2005.05.011
英文摘要	We present methods to handle error-in-variables models. Kernel-based likelihood score estimating equation methods are developed for estimating conditional density parameters. In particular, a semiparametric likelihood method is proposed for sufficiently using the information in the data. The asymptotic distribution theory is derived. Small sample simulations and a real data set are used to illustrate the proposed estimation methods. (c) 2005 Elsevier Inc. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER INC
WOS记录号	WOS:000242913700002
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/3959]
专题	中国科学院数学与系统科学研究院
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wang, Qihua,Yu, Keming. Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2007,98(3):455-480.
APA	Wang, Qihua,&Yu, Keming.(2007).Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data.JOURNAL OF MULTIVARIATE ANALYSIS,98(3),455-480.
MLA	Wang, Qihua,et al."Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data".JOURNAL OF MULTIVARIATE ANALYSIS 98.3(2007):455-480.