Effective identification and estimation for the semiparametric measurement error model
DOI10.1016/j.jkss.2016.05.005zbMath1359.62129OpenAlexW2470015319MaRDI QIDQ508097
Publication date: 9 February 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2016.05.005
spline approximationfinite differencemeasurement errorvariable selectionoracle propertySCAD penaltysmoothly clipped absolute deviationbias-corrected procedurenonparametric component
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)
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