Seemingly Unrelated Nonparametric Model with the Measurement Error Data Problem

机译：带有测量误差数据问题的看似无关的非参数模型

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摘要

In this paper, by the deconvolution kernel density estimator their simple local regression version of the seemingly unrelated nonparametric regression model can be extended to the measurement error data where variance of disturbance in an equation is larger than that in the preceding one and all of the correlation coefficients between the disturbances across the equations are positive. The resulting convergence rates of the estimators are obtained and are shown to achieve the optimal rates of convergence.

机译：在本文中，通过反卷积核密度估计器，它们看似无关的非参数回归模型的简单局部回归版本可以扩展到测量误差数据，其中方程中的扰动方差大于前一个，所有相关方程之间的扰动之间的系数为正。获得估计器的最终收敛率，并显示出达到最佳收敛率。

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来源
《International institute of statistics management engineering symposium》|2011年|p.1420-1423|共4页
会议地点 Dalian(CN)
作者
WANG Litong;
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作者单位

Department of Applied Mathematics Zhejiang University of Technology P.R.China 310023;

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关键词
Deconvolution kernel; Local polynomial fit; Seemingly unrelated nonparametric model;

机译：反卷积内核；局部多项式拟合；看似无关的非参数模型;

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专利

1. A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors [J] . Wan Alan T. K., You Jinhong, Zhang Riquan Econometric Reviews . 2016,第5a7期

机译：具有自回归误差的看似无关的非参数可加模型
2. Efficient estimation for error component seemingly unrelated nonparametric regression models [J] . Bin Zhou, Qinfeng Xu, Jinhong You Metrika . 2011,第1期

机译：误差分量看似无关的非参数回归模型的有效估计
3. Efficient estimation for error component seemingly unrelated nonparametric regression models [J] . Zhou B., Xu Q., You J. Metrika: International Journal for Theoretical and Applied Statistics . 2010,第1期

机译：误差分量看似无关的非参数回归模型的有效估计
4. Seemingly Unrelated Nonparametric Model with the Measurement Error Data Problem [C] . WANG Litong International institute of statistics management engineering symposium . 2011

机译：看似不相关的非参数模型，具有测量错误数据问题
5. PARAMETRIC AND NONPARAMETRIC ANALYSIS OF THE MULTIPLE DESIGN MULTIVARIATE LINEAR MODEL (SEEMINGLY UNRELATED REGRESSION EQUATIONS). [D] . SCHWAB, BARRY HOWARD. 1984

机译：多个设计多元线性模型（即不相关的回归方程）的参数和非参数分析。
6. Inference for Seemingly Unrelated Varying-Coefficient Nonparametric Regression Models [O] . Jinhong You, Haibo Zhou -1

机译：推断半相依变系数非参数回归模型
7. Using mixtures in seemingly unrelated linear regression models with non-normal errors [O] . Giuliano Galimberti, Elena Scardovi, Gabriele Soffritti 2015

机译：在看似无关的线性回归模型中使用混合物，具有非正常误差

Seemingly Unrelated Nonparametric Model with the Measurement Error Data Problem

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