Semi-Parametric Estimation in the Nonlinear Structural Errors-in-Variables Model
非线性结构型测量误差模型的半参数估计
In the nonlinear structural errors-in-variables model, we propose a consistent estimator of the unknown parameter using a modified least squares criterion. We give an upper bound of its rate of convergence which is strongly related to the regularity of the regression function and is generally slower than the parametric rate of convergence n-1/2. Nevertheless, the rate is of order n-1/2 for some particular analytic regression functions. For instance, when the regression…