考虑响应变量带有一般测量误差的非线性半参数模型.在核实数据的帮助下,利用半参数降维技术构造未知参数和非参数函数的估计.在一定条件下证明未知参数估计的渐近正态性和非参数函数估计的最优收敛速度.通过数值模拟说明所提估计方法在有限样本下的有效性.
In this paper,the nonlinear semiparametric model when the response variable is measured with error is considered.Under the help of validation data,a semiparametric dimension reduction technique is employed to obtain estimators for the unknown parameter and the nonparametric function.The proposed estimator for parameter is proved to be asymptotically normal,and the estimator for nonparametric function is shown to be weakly consistent with an optimal convergent rate.Simulation study shows that the proposed estimation method is valid in finite sample.