Show simple item record

2006-06-02Buch DOI: 10.18452/3824
Asymptotic Normality of Parametric Part in Partially Linear Models with Measurement Error in the Nonparametric Part
dc.contributor.authorLiang, Hua
dc.date.accessioned2017-06-15T22:15:15Z
dc.date.available2017-06-15T22:15:15Z
dc.date.created2006-06-02
dc.date.issued2006-06-02
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4476
dc.description.abstractWe consider the partially linear model relating a response Y to predictors (X,T) with mean function XT β + g(T) when the T’s are measured with additive error. We derive an estimator of β by modification local-likelihood method. The resulting estimator of β is shown to be asymptotically normal.We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT β + g(T) when the T’s are measured with additive error. We derive an estimator of β by modification local-likelihood method. The resulting estimator of β is shown to be asymptotically normal.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectMeasurement Erroreng
dc.subjectErrors-in-Variableseng
dc.subjectPartially Linear Modeleng
dc.subjectSemiparametric Modelseng
dc.subjectNonparametric Likelihoodeng
dc.subject.ddc330 Wirtschaft
dc.titleAsymptotic Normality of Parametric Part in Partially Linear Models with Measurement Error in the Nonparametric Part
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10064269
dc.identifier.doihttp://dx.doi.org/10.18452/3824
dc.subject.dnb17 Wirtschaft
local.edoc.pages11
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year1997
dc.identifier.zdb2135319-0
bua.series.nameSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
bua.series.issuenumber1997,46

Show simple item record