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Semiparametric quantile estimation for varying coefficient partially linear measurement errors models. (English) Zbl 1398.62101
Summary: We study varying coefficient partially linear models when some linear covariates are error-prone, but their ancillary variables are available. After calibrating the error-prone covariates, we study quantile regression estimates for parametric coefficients and nonparametric varying coefficient functions, and we develop a semiparametric composite quantile estimation procedure. Asymptotic properties of the proposed estimators are established, and the estimators achieve their best convergence rate with proper bandwidth conditions. Simulation studies are conducted to evaluate the performance of the proposed method, and a real data set is analyzed as an illustration.
##### MSC:
 62G08 Nonparametric regression and quantile regression 62J05 Linear regression; mixed models 62G20 Asymptotic properties of nonparametric inference 62P10 Applications of statistics to biology and medical sciences; meta analysis
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