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Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition. (English) Zbl 1218.62038
Summary: We investigate the estimation and testing problems of partially linear varying-coefficient errors-in-variables (EV) models under additional restricted condition. The restricted estimators of parametric and nonparametric components are established based on modified profile least-squares method, and their asymptotic properties are also studied under some regularity conditions. Moreover, the modified profile Lagrange multiplier test statistic is constructed under additional restricted condition. It is shown that the modified profile Lagrange multiplier test statistic is asymptotically distribution-free and follows a chi-squared distribution under the null hypothesis. Some simulation studies are carried out to assess the performance of the proposed methods. A real dataset is analyzed for illustration.

62G08Nonparametric regression
62H15Multivariate hypothesis testing
62G20Nonparametric asymptotic efficiency
65C60Computational problems in statistics
Full Text: DOI
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