Wavelet estimation of semiparametric errors in variables model
Yükleniyor...
Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Ankara University
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Most of the work on wavelet estimation when the variables aremeasured with errors have centered around nonparametric approaches whichcause curse of dimensionality. In this paper it is aimed to avoid this complexityusing wavelet semiparametric errors in variables regression model. Using theoretical arguments for nonparametric wavelet estimation a wavelet approachis represented to estimate partially linear errors in variables model which is asemiparametric model when explanatory variable of nonparametric part hasmeasurement error. Assuming that the measurement error has a known distribution we derive an estimator of the linear partsíparameter. In simulationstudy derived method is compared with no measurement error case.
Açıklama
Anahtar Kelimeler
Mathematics, Wavelet estimation, Semiparametric errors
Kaynak
Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics
WoS Q Değeri
N/A
Scopus Q Değeri
Cilt
68
Sayı
1
Künye
Yalaz, S. (2019). Wavelet estimation of semiparametric errors in variables model. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, 68(1), 595-601.
