Statistical estimation in varying coefficient models with surrogate data and validation sampling

doi:10.1016/j.jmva.2009.04.012

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	Statistical estimation in varying coefficient models with surrogate data and validation sampling
	Wang, Qihua1,2 ; Zhang, Riquan 3,4
刊名	JOURNAL OF MULTIVARIATE ANALYSIS
	2009-11-01
卷号	100 期号:10 页码:2389-2405
关键词	Asymptotic normality Local linear method Primary data Validation data Varying-coefficient model
ISSN号	0047-259X
DOI	10.1016/j.jmva.2009.04.012
英文摘要	Varying coefficient error-in-covariables models are considered with surrogate data and validation sampling. Without specifying any error structure equation, two estimators for the coefficient function vector are suggested by using the local linear kernel smoothing technique. The proposed estimators are proved to be asymptotically normal. A bootstrap procedure is suggested to estimate the asymptotic variances. The data-driven bandwidth selection method is discussed. A simulation study is conducted to evaluate the proposed estimating methods. (C) 2009 Elsevier Inc. All rights reserved.
资助项目	National Science Fund for Distinguished Young Scholars[10725106] ; National Natural Science Foundation of China[10671198] ; National Natural Science Foundation of China[10871072] ; National Science Fund for Creative Research Groups ; Research Grants Council of the Hong Kong, China[HKU 7050/06P]
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER INC
WOS记录号	WOS:000274975200021
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/9148]
专题	应用数学研究所
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 3.E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China 4.Shanxi Datong Univ, Dept Math, Datong 037000, Shanxi, Peoples R China
推荐引用方式 GB/T 7714	Wang, Qihua,Zhang, Riquan. Statistical estimation in varying coefficient models with surrogate data and validation sampling[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2009,100(10):2389-2405.
APA	Wang, Qihua,&Zhang, Riquan.(2009).Statistical estimation in varying coefficient models with surrogate data and validation sampling.JOURNAL OF MULTIVARIATE ANALYSIS,100(10),2389-2405.
MLA	Wang, Qihua,et al."Statistical estimation in varying coefficient models with surrogate data and validation sampling".JOURNAL OF MULTIVARIATE ANALYSIS 100.10(2009):2389-2405.