部分线性变系数测量误差模型的约束Liu估计
Restricted Liu Estimatoion in Partially Linear Varying Coefficient Measurement Error Model
DOI: 10.12677/AAM.2023.121003, PDF,    科研立项经费支持
作者: 李 静：中国劳动关系学院应用技术学院，北京；安佰玲：淮北师范大学数学科学学院，安徽 淮北
关键词: 部分线性变系数模型；测量误差模型；Liu估计；Profile最小二乘估计；Partially Linear Varying Coefficient Model； Measurement Error Model； Liu Estimator； Profile Least-Squares Approach
摘要: 本文考虑部分线性变系数测量误差模型的估计问题，同时考虑线性部分自变量存在多重共线性和线性部分存在约束条件时两种情形，基于校正的profile最小二乘技术与Liu估计方法，分别构造了未知参数分量的Liu估计和约束Liu估计，并研究了所提估计量的渐进性质。
Abstract: This paper considers estimation of semiparametric partially linear varying coefficient measure-ment error model when the problem of multicollinearity exists and linear restrictions on the pa-rameter components are available. Based on the corrected profile least-squares approach and Liu estimation method, the Liu estimator and the corresponding restricted Liu estimator for the para-metric component are constructed, and their statistical properties are given.
文章引用：李静, 安佰玲. 部分线性变系数测量误差模型的约束Liu估计[J]. 应用数学进展, 2023, 12(1): 15-20. https://doi.org/10.12677/AAM.2023.121003

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