2016-08-04Diskussionspapier
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors
Kim, Kun Ho; Chao, Shih-Kang; Härdle, Wolfgang Karl
In this paper, we analyze the nonparametric part of a partially linear model when the covariates in parametric and non-parametric parts are subject to measurement errors. Based on a two-stage semi-parametric estimate, we ...