Semiparametric analysis of additive isotonic errors-in-variables regression models
We consider the estimation of a semiparametric additive isotonic regression model with error-prone covariates. We show the limiting distributions of the proposed estimators of the parametric component as well as the functional component. A simulation study is carried out to investigate the performance of the proposed estimators.
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Volume (Year): 83 (2013)
Issue (Month): 1 ()
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- Hengjian Cui & Efang Kong, 2006. "Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(1), pages 153-168.
- Shi, Jian & Lau, Tai-Shing, 2000. "Empirical Likelihood for Partially Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 132-148, January.
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