Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2022, Vol. 39 ›› Issue (1): 107-119.doi: 10.3969/j.issn.1005-3085.2022.01.008

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A Partially Linear Errors-in-Variables Model with Observations at Grid Points

MA Junling1,   WANG Lichun2   

  1. 1. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai 200433 
    2. School of Mathematics and Statistics, Beijing Jiaotong University, Beijing 100044
  • Online:2022-02-15 Published:2022-04-15
  • Supported by:
    The National Natural Science Foundation of China (11371051); the MOE Project of Humanities and Social Sciences (21XJJA910001).

Abstract:

For grid data, partially linear errors-in-variables models are constructed and studied. Large sample statistical inferences are made for the models as sample sizes of both two dimensions and one dimension tend to infinity respectively. For the modified least square estimators of the unknown parameters of the linear part and the variance of model error, their strong consistencies and convergence rates are obtained under weak conditions. For the spline function estimator of the unknown function of the nonlinear part, its strong consistency and convergence rate are obtained under certain conditions. Further, for the estimators of the parameters of the linear part and the variance of model error, their asymptotical normality are proved under some regularity conditions as sample sizes of two dimensions and one dimension tend to infinity respectively, and the asymptotical variances are provided.

Key words: grid data, errors-in-variables, partially linear models, asymptotic normality

CLC Number: