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...
Main Authors: | , |
---|---|
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 |