Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147631 | Journal of Statistical Planning and Inference | 2011 | 22 Pages |
Abstract
In this paper, varying coefficient models are investigated with the response and covariate prone to measurement error. Without specifying any error structure equation, four estimators of the coefficient function vector are proposed by using the local linear kernel smoothing technique and also proved to be asymptotically normal. The data-driven bandwidth selection method is discussed. Simulation examples are conducted to evaluate the proposed estimation methods.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yazhao Lv, Riquan Zhang, Zhensheng Huang,