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Matematicheskie Trudy, 2011, Volume 14, Number 2, Pages 127–146 (Mi mt218)  
This article is cited in 1 scientific paper (total in 1 paper)

On solutions to the equation for improving additives in regression problems

Yu. Yu. Linkeab, A. I. Sakhanenkoa

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
b Novosibirsk State University, Novosibirsk, Russia
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Abstract: In this article, we consider the problem of finding a solution to a functional equation which in a special way depends on the distribution of a random variable. Such equations naturally arise in construction of consistent estimates in regression problems in the case when the variances of the main observations depend on underlying unknown parameter and the regression coefficients are determined with random errors. A simple example of a regression problem is demonstrated when the equation under consideration occurs.
Key words: functional equation, regression, errors in independent variables, dependence of variances on parameter, two-step estimation.
Received: 01.07.2011
English version:
Siberian Advances in Mathematics, 2012, Volume 22, Issue 4, Pages 261–274
DOI: https://doi.org/10.3103/S1055134412040037
Bibliographic databases:
Document Type: Article
UDC: 519.233.5
Language: Russian
Citation: Yu. Yu. Linke, A. I. Sakhanenko, “On solutions to the equation for improving additives in regression problems”, Mat. Tr., 14:2 (2011), 127–146; Siberian Adv. Math., 22:4 (2012), 261–274
Citation in format AMSBIB
\Bibitem{LinSak11}
\by Yu.~Yu.~Linke, A.~I.~Sakhanenko
\paper On solutions to the equation for improving additives in regression problems
\jour Mat. Tr.
\yr 2011
\vol 14
\issue 2
\pages 127--146
\mathnet{http://mi.mathnet.ru/mt218}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2961771}
\elib{https://elibrary.ru/item.asp?id=17025632}
\transl
\jour Siberian Adv. Math.
\yr 2012
\vol 22
\issue 4
\pages 261--274
\crossref{https://doi.org/10.3103/S1055134412040037}
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  • https://www.mathnet.ru/eng/mt/v14/i2/p127
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математические труды Siberian Advances in Mathematics
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    References:93
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