纵向数据下半参数EV模型的强相合性
Strong Consistency for a Semiparametric Errors-in-variables Under Longitudinal Data
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摘要: 为研究纵向数据下半参数EV函数关系模型中参数的估计问题,通过利用一般非参数权函数方法和全最小二乘法给出未知参数和未知函数的估计,在一般的条件下,证明了估计的强相合性,并对所得结果进行了模拟研究.模拟结果显示估计效果较好,所得结果可以应用于生物工程、金融分析、网络工程等领域的数据处理中.Abstract: The problem of estimation of a semiparametric errors-in-variables functional relationship model under longitudinal data is studied.By using a nonparametric kernel weight function and total least square method, the estimators of unknown parameters and functions are constructed.Strong convergency of the estimators is investigated.The performance of the simulation is encouraging.The results obtained in the paper can be used to deal with the data processing in the fields of biological engineering, financial analysis and network engineering.