Statistical estimation in varying coefficient models with surrogate data and validation sampling

Abstract

Varying coefficient error-in-covariables models are considered with surrogate data and validation sampling. Without specifying any error structure equation, two estimators for the coefficient function vector are suggested by using the local linear kernel smoothing technique. The proposed estimators are proved to be asymptotically normal. A bootstrap… (More)
DOI: 10.1016/j.jmva.2009.04.012

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