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Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data |
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| Authors: | Qihua Wang Keming Yu |
| Institution: | a Academy of Mathematics and Systems Science, Chinese Academy of Science, Beijing 100080, PR China b Department of Statistics & Acturial Science, The University of Hongkong, Pokfulam Road, Hong Kong c Department of Statistics, University of Phymouth, UK |
| Abstract: | We present methods to handle error-in-variables models. Kernel-based likelihood score estimating equation methods are developed for estimating conditional density parameters. In particular, a semiparametric likelihood method is proposed for sufficiently using the information in the data. The asymptotic distribution theory is derived. Small sample simulations and a real data set are used to illustrate the proposed estimation methods. |
| Keywords: | primary 62G05 secondary 62E20 |
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