Advances and Applications in Statistics
Volume 51, Issue 6, Pages 389 - 395
(December 2017) http://dx.doi.org/10.17654/AS051060389 |
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RIDGE-TYPE ESTIMATION IN SEMIPARAMETRIC EV MODEL WITH LINEAR MEASUREMENT ERROR
Jibo Wu
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Abstract: In this paper, we discuss the estimator of unknown parameter in a semiparametric EV model with linear measurement error. Based on the modified least squares criterion and ridge estimation method, we propose a ridge type estimator for the unknown parameter. Under some mild conditions, the asymptotic normality of the estimator of unknown parameter is derived. |
Keywords and phrases: semiparametric model, EV model, asymptotic normality, linear measurement error. |
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