Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses

Abstract This article is concerned with the semi-parametric error-in-variables (EV) model with missing responses: y i = ξ i β + g ( t i ) + ϵ i $y_{i}= \xi _{i}\beta +g(t_{i})+\epsilon _{i}$ , x i = ξ i + μ i $x_{i}= \xi _{i}+\mu _{i}$ , where ϵ i = σ i e i $\epsilon _{i}=\sigma _{i}e_{i}$ is hetero...

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Bibliographic Details
Main Authors: Jing-Jing Zhang, Yun-Peng Xiao
Format: Article
Language:English
Published: SpringerOpen 2020-05-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-020-02411-y