Title
Estimation and testing for partially functional linear errors-in-variables models.
Abstract
This paper considers estimation and testing problems for partial functional linear models when the covariates in the non-functional linear component are measured with additive error. A corrected profile, least-squares based, estimation procedure is developed for the parametric component. Asymptotic properties of the proposed estimators are established under some regularity conditions. To test a hypothesis on the parametric component, a statistic based on the difference between the corrected residual sums of squares under the null and alternative hypotheses is proposed; its limiting null distribution is shown to be a weighted sum of independent standard χ12 variables. Simulation studies are conducted to demonstrate the performance of the proposed procedure and a real example is analyzed for illustration.
Year
DOI
Venue
2019
10.1016/j.jmva.2018.11.005
Journal of Multivariate Analysis
Keywords
Field
DocType
Corrected profile least-squares,Errors-in-variables,Functional data,Hypothesis test,Partially linear models
Errors-in-variables models,Alternative hypothesis,Statistic,Linear model,Parametric statistics,Statistics,Statistical hypothesis testing,Null distribution,Mathematics,Estimator
Journal
Volume
ISSN
Citations 
170
0047-259X
3
PageRank 
References 
Authors
0.44
8
5
Name
Order
Citations
PageRank
Hanbing Zhu130.44
Riquan Zhang25221.55
Zhou Yu373.08
Heng Lian441.16
Yanghui Liu530.78