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SIMEX estimation for single-index model with covariate measurement error |
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| Authors: | Yang Yiping Tong Tiejun Li Gaorong |
| Affiliation: | 1.College of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing, 400067, People’s Republic of China ;2.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong ;3.Beijing Institute for Scientific and Engineering Computing, Beijing University of Technology, Beijing, 100124, People’s Republic of China ; |
| Abstract: | AStA Advances in Statistical Analysis - In this paper, we consider the single-index measurement error model with mismeasured covariates in the nonparametric part. To solve the problem, we develop a... |
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