Semiparametric analysis of additive isotonic errors-in-variables regression models

We consider the estimation of a semiparametric additive isotonic regression model with error-prone covariates. We show the limiting distributions of the proposed estimators of the parametric component as well as the functional component. A simulation study is carried out to investigate the performance of the proposed estimators.

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Year of publication:	2013
Authors:	Sun, Zhimeng ; Zhang, Zhongzhan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 100-114
Publisher:	Elsevier
Subject:	Measurement errors \| Semiparametric \| Isotonic regression \| Asymptotic properties \| Estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010593893