| 缺失数据下非线性半参数EV模型的估计 |
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| 引用本文： | 刘强.缺失数据下非线性半参数EV模型的估计[J].系统科学与数学,2010,30(9):1236-1250. |
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| 作者姓名： | 刘强 |
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| 作者单位： | 首都经济贸易大学统计学院,北京,100070 |
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| 基金项目： | 国家社科基金项目资助，北京市属高等学校人才强教计划资助项目-中青年骨干人才培养计划和北京市教委统计学特色专业建设资助项目 |
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| 摘 要： | 考虑解释变量带有测量误差且响应变量随机缺失情形下的非线性半参数EV模型. 利用核实数据,构造了未知参数和非参数函数的两种估计.证明了未知参数估计的渐近正态性,给出了非参数函数估计的最优收敛速度.
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| 关 键 词： | 核实数据 缺失数据 渐近正态性 最优收敛速度. |
| 收稿时间： | 2008-6-23 |
| 修稿时间： | 2009-7-3 |
THE ESTIMATION OF NONLINEAR SEMIPARAMETRIC EV MODELS UNDER MISSING DATA |
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| LIU Qiang.THE ESTIMATION OF NONLINEAR SEMIPARAMETRIC EV MODELS UNDER MISSING DATA[J].Journal of Systems Science and Mathematical Sciences,2010,30(9):1236-1250. |
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| Authors: | LIU Qiang |
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| Institution: | School of Statistics, Capital University of Economics and Business, Beijing 100070 |
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| Abstract: | The missing response problem in nonlinear semiparametric EV(error-in-vari- ables) models is considered, where the explanatory variate is erroneously measured. With the help of validation data, two estimators for the unknown parameters and the nonparametric function in the model are proposed. The asymptotic normality of the proposed statistics for the unknown parameters as well as the optimal convergence rate for the statistics of the nonparametric function are obtained. |
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| Keywords: | Validation data missing data asymptotic normality optimal convergence rate |
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