Showing 1 - 10 of 67
Considering partially linear single-index errors-in-variables model which can be described as Y = n(X T a) + ZT ßo + e when the Z' s are measured with additive errors. The general estimators established in literature are biased when ignoring the measurement errors. We proposed two estimators in...
Persistent link: https://www.econbiz.de/10010983633
Functional principal component analysis (FPCA) has become the most widely used dimension reduction tool for functional data analysis. We consider functional data measured at random, subject-specific time points, contaminated with measurement error, allowing for both sparse and dense functional...
Persistent link: https://www.econbiz.de/10010823986
Persistent link: https://www.econbiz.de/10010947539
Persistent link: https://www.econbiz.de/10010947571
Persistent link: https://www.econbiz.de/10010947955
Persistent link: https://www.econbiz.de/10010948001
Persistent link: https://www.econbiz.de/10010948315
In many problems one wants to model the relationship between a response Y and a covariate X. Sometimes it is difficult, expensive, or even impossible to observe X directly, but one can instead observe a substitute variable W which is easier to obtain. By far the most common model for the...
Persistent link: https://www.econbiz.de/10010956544
Persistent link: https://www.econbiz.de/10011036097
There has been substantial recent interest in non- and semiparametric methods for longitudinal or clustered data with dependence within clusters. It has been shown rather inexplicably that, when standard kernel smoothing methods are used in a natural way, higher efficiency is obtained by...
Persistent link: https://www.econbiz.de/10005743499