Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses
Filomat, Tome 33 (2019) no. 18, p. 6073
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In this article, we focus on the semi-parametric error-in-variables model with missing responses: yi = ξiβ + 1(ti) + i, xi = ξi + µi, where yi are the response variables missing at random, (ξi, ti) are design points, ξi are the potential variables observed with measurement errors µi, the unknown slope parameter β and nonparametric component 1(·) need to be estimate. Here we choose three different approaches to estimate β and 1(·). Under appropriate conditions, we study the strong consistency rates for the proposed estimators. In general, we concluded that the strong consistency rates for all estimators can achieve o(n−1/4).
Classification :
62J12, 62N02, 62E99
Keywords: Semi-parametric model, Error-in-variables, Missing responses, Strong consistency rate
Keywords: Semi-parametric model, Error-in-variables, Missing responses, Strong consistency rate
Jingjing Zhang; Linran Zhang. Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses. Filomat, Tome 33 (2019) no. 18, p. 6073 . doi: 10.2298/FIL1918073Z
@article{10_2298_FIL1918073Z,
author = {Jingjing Zhang and Linran Zhang},
title = {Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses},
journal = {Filomat},
pages = {6073 },
year = {2019},
volume = {33},
number = {18},
doi = {10.2298/FIL1918073Z},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL1918073Z/}
}
TY - JOUR AU - Jingjing Zhang AU - Linran Zhang TI - Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses JO - Filomat PY - 2019 SP - 6073 VL - 33 IS - 18 UR - http://geodesic.mathdoc.fr/articles/10.2298/FIL1918073Z/ DO - 10.2298/FIL1918073Z LA - en ID - 10_2298_FIL1918073Z ER -
%0 Journal Article %A Jingjing Zhang %A Linran Zhang %T Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses %J Filomat %D 2019 %P 6073 %V 33 %N 18 %U http://geodesic.mathdoc.fr/articles/10.2298/FIL1918073Z/ %R 10.2298/FIL1918073Z %G en %F 10_2298_FIL1918073Z
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