Efficient statistical inference for partially nonlinear errors-in-variables models

Abstract

In this paper, we consider the partially nonlinear errors-in-variables models when the nonparametric component is measured with additive error. The profile nonlinear least squares estimator of unknown parameter and the estimator of nonparametric component are constructed, and their asymptotic properties are derived under general assumptions. Finite sample performances of the proposed statistical inference procedures are illustrated by Monte Carlo simulation studies.