Abstract
In this paper, we study the variable selection and parameter estimation for the semiparametric varying-coefficient partially linear models when the covariates are measured with errors. The proposed penalised empirical likelihood estimators are shown to possess the oracle property. Also, we conclude that the asymptotic distribution of penalised empirical likelihood ratio test statistic is a chi-square distribution under the null hypothesis. Some simulations and an application are given to illustrate the performance of the proposed method.
Acknowledgments
The authors are very grateful to the editor, the associate editor and the two referees for their insightful comments and constructive suggestions, which greatly improved the quality of the paper.
Disclosure statement
No potential conflict of interest was reported by the author(s).