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Statistical Inference for Semiparametric Varying-coefficient Partially Linear Models with Generated Regressors (F06-463)

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 er...

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Hlavní autoři: Zhou, Yong, Liang, Hua
Médium: Artigo
Jazyk:Inglês
Vydáno: 2009
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC2652893/
https://ncbi.nlm.nih.gov/pubmed/20126281
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/07-AOS561
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