Law of the iterated logarithm for estimators of parameters in partially linear errors‐in‐variables models. Issue 3 (17th February 2020)

• Record Type: Journal Article
• Authors: Wei, Lili
• Is Part Of: Computational and mathematical methods. Volume 2:Issue 3(2020)
• Page Start: n/a
• Page End: n/a
• Publication Date: 2020-02-17
• Subjects: correction for attenuation -- law of the iterated logarithm -- measurement errors models -- partially linear model; Mathematics -- Data processing -- Periodicals; Numerical analysis -- Periodicals; Numerical analysis; Mathematics -- Data processing; Periodicals; 004.0151
• DOI: 10.1002/cmm4.1083
• Languages: English
• ISSNs: 2577-7408

Abstract

Abstract : Consider the partially linear models Y = X T β + g ( T ) + ϵ, where X is measured with additive errors. Under certain conditions, we obtain the law of the iterated logarithm for the estimators proposed by Liang et al of the parameters β and the variance of ϵ .