Multivariate partially linear regression in the presence of measurement error
[ X ]
Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this paper, multivariate partially linear model with error in the explanatory variable of nonparametric part, where the response variable is m dimensional, is considered. By modification of local-likelihood method, an estimator of parametric part is driven. Moreover, the asymptotic normality of the generalized least square estimator of the parametric component is investigated when the error distribution function is either ordinarily smooth or super smooth. Applications in the Engel curves are discussed and through Monte Carlo experiments performances of n are investigated.
Açıklama
Anahtar Kelimeler
Multivariate Regression, Partially Linear Models, Errors In Variables, Kernel Smoothing, Asymptotic Normality
Kaynak
Asta-Advances in Statistical Analysis
WoS Q Değeri
Q3
Scopus Q Değeri
Q2
Cilt
103
Sayı
1
