Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates

Annals of Statistics

Volumn 37, Issue 1, 2009, Pages 427-458

  Zhou, Yong ^a,b,d   Liang, Hua ^c  

^a SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^c UNIVERSITY OF ROCHESTER   (United States)

^d CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Ancillary variables; De noise linear model; Errors in variable; Profile least square based estimator; Rational expection model; Validation data; Wild bootstrap

Indexed keywords

EID: 65349184448     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS561     Document Type: Article

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