Nonparametric regression function estimation with surrogate data and validation sampling

doi:10.1016/j.jmva.2005.05.008

	Nonparametric regression function estimation with surrogate data and validation sampling
	Wang, QH
刊名	JOURNAL OF MULTIVARIATE ANALYSIS
	2006-05-01
卷号	97 期号:5 页码:1142-1161
关键词	measurement error asymptotic normality convergence rate
ISSN号	0047-259X
DOI	10.1016/j.jmva.2005.05.008
英文摘要	This paper develops estimation approaches for nonparametric regression analysis with surrogate data and validation sampling when response variables are measured with errors. Without assuming any error model structure between the true responses and the surrogate variables, a regression calibration kernel regression estimate is defined with the help of validation data. The proposed estimator is proved to be asymptotically normal and the convergence rate is also derived. A simulation study is conducted to compare the proposed estimators with the standard Nadaraya-Watson estimators with the true observations in the validation data set and the complete observations, respectively. The Nadaraya-Watson estimator with the complete observations can serve as a gold standard, even though it is practically unachievable because of the measurement errors. (C) 2005 Elsevier Inc. All rights reserved.
语种	英语
出版者	ELSEVIER INC
WOS记录号	WOS:000237003700006
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/3006]
专题	中国科学院数学与系统科学研究院
通讯作者	Wang, QH
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Australian Natl Univ, Ctr Math & Applicat, Canberra, ACT 0200, Australia 3.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wang, QH. Nonparametric regression function estimation with surrogate data and validation sampling[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2006,97(5):1142-1161.
APA	Wang, QH.(2006).Nonparametric regression function estimation with surrogate data and validation sampling.JOURNAL OF MULTIVARIATE ANALYSIS,97(5),1142-1161.
MLA	Wang, QH."Nonparametric regression function estimation with surrogate data and validation sampling".JOURNAL OF MULTIVARIATE ANALYSIS 97.5(2006):1142-1161.