Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses
Author(s) -
Jingjing Zhang,
Linran Zhang
Publication year - 2019
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1918073z
Subject(s) - estimator , consistency (knowledge bases) , mathematics , missing data , strong consistency , nonparametric statistics , statistics , parametric statistics , econometrics , weak consistency , errors in variables models , discrete mathematics
In this article, we focus on the semi-parametric error-in-variables model with missing responses: yi = ξiβ + 1(ti) + i, xi = ξi + μi, where yi are the response variables missing at random, (ξi, ti) are design points, ξi are the potential variables observed with measurement errors μi, the unknown slope parameter β and nonparametric component 1(·) need to be estimate. Here we choose three different approaches to estimate β and 1(·). Under appropriate conditions, we study the strong consistency rates for the proposed estimators. In general, we concluded that the strong consistency rates for all estimators can achieve o(n−1/4).
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