| ASYMPTOTICS OF MEAN TRANSFORMATION ESTIMATORS WITH ERRORS IN VARIABLES MODEL |
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| 引用本文： | CUI Hengjian. ASYMPTOTICS OF MEAN TRANSFORMATION ESTIMATORS WITH ERRORS IN VARIABLES MODEL[J]. 系统科学与复杂性, 2005, 18(4): 446-455 |
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| 作者姓名： | CUI Hengjian |
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| 作者单位： | Department of Statistics and Financial Mathematics, School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China. |
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| 基金项目： | This research is supported by the National Natural Science Foundation of China（Grant No. 19771011 and 10071009） and the RFDP （No. 20020027010） of M0E. |
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| 摘 要： | ![]()
This paper addresses estimation and its asymptotics of mean transformation θ = E[h（X）] of a random variable X based on n lid. observations from errors-in-variables model Y = X＋ v, where v is a measurement error with a known distribution and h（.） is a known smooth function. The asymptotics of deconvolution kernel estimator for ordinary smooth error distribution and expectation extrapolation estimator are given for normal error distribution respectively. Under some mild regularity conditions, the consistency and asymptotically normality are obtained for both type of estimators. Simulations show they have good performance.
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| 关 键 词： | 去卷积核心评估 误差理论 变量模型 渐进线常态 一致性 |
| 收稿时间： | 2003-02-17 |
| 修稿时间： | 2003-02-172005-06-08 |
ASYMPTOTICS OF MEAN TRANSFORMATION ESTIMATORS WITH ERRORS IN VARIABLES MODEL |
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| CUI;Hengjian. ASYMPTOTICS OF MEAN TRANSFORMATION ESTIMATORS WITH ERRORS IN VARIABLES MODEL[J]. Journal of Systems Science and Complexity, 2005, 18(4): 446-455 |
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| Authors: | CUI Hengjian |
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| Abstract: | ![]()
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| Keywords: | Deconvolution kernel estimator errors-in-variables consistency asymptotic normality. |
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