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On Parameter Estimation for Semi-linear Errors-in-Variables Models

โœ Scribed by Cui Hengjian; Li Rongcai

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
425 KB
Volume
64
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

This paper studies a semi-linear errors-in-variables model of the form Y i = x$ i ;+ g(T i )+e i , X i =x i +u i (1 i n). The estimators of parameters ;, _ 2 and of the smooth function g are derived by using the nearest neighbor-generalized least square method. Under some weak conditions, it is shown that the estimators of unknown vector ; and the unknown parameter _ 2 are strongly consistent and asymptotically normal. The estimator of g also achieves an optimal rate of convergence.

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