Sibirskii Matematicheskii Zhurnal
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Sibirsk. Mat. Zh.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 1, Pages 143–160 (Mi smj2184)  

This article is cited in 5 scientific papers (total in 5 papers)

Improvement of estimators in a linear regression problem with random errors in coefficients

A. I. Sakhanenkoa, Yu. Yu. Linkebc

a Ugra State University, Khanty-Mansiisk
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
c Novosibirsk State University, Mechanics and Mathematics Department, Novosibirsk
Full-text PDF (379 kB) Citations (5)
References:
Abstract: Under consideration is the problem of estimating the linear regression parameter in the case when the variances of observations depend on the unknown parameter of the model, while the coefficients (independent variables) are measured with random errors. We propose a new two-step procedure for constructing estimators which guarantees their consistency, find general necessary and sufficient conditions for the asymptotic normality of these estimators, and discuss the case in which these estimators have the minimal asymptotic variance.
Keywords: linear regression, errors in the independent variables, dependence of variance on a parameter, two-step estimation, asymptotically normal estimator.
Received: 20.11.2009
Revised: 26.10.2010
English version:
Siberian Mathematical Journal, 2011, Volume 52, Issue 1, Pages 113–126
DOI: https://doi.org/10.1134/S0037446606010125
Bibliographic databases:
Document Type: Article
UDC: 519.237.5
Language: Russian
Citation: A. I. Sakhanenko, Yu. Yu. Linke, “Improvement of estimators in a linear regression problem with random errors in coefficients”, Sibirsk. Mat. Zh., 52:1 (2011), 143–160; Siberian Math. J., 52:1 (2011), 113–126
Citation in format AMSBIB
\Bibitem{SakLin11}
\by A.~I.~Sakhanenko, Yu.~Yu.~Linke
\paper Improvement of estimators in a~linear regression problem with random errors in coefficients
\jour Sibirsk. Mat. Zh.
\yr 2011
\vol 52
\issue 1
\pages 143--160
\mathnet{http://mi.mathnet.ru/smj2184}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2810257}
\transl
\jour Siberian Math. J.
\yr 2011
\vol 52
\issue 1
\pages 113--126
\crossref{https://doi.org/10.1134/S0037446606010125}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000288172400012}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-79952404316}
Linking options:
  • https://www.mathnet.ru/eng/smj2184
  • https://www.mathnet.ru/eng/smj/v52/i1/p143
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Сибирский математический журнал Siberian Mathematical Journal
    Statistics & downloads:
    Abstract page:422
    Full-text PDF :90
    References:53
    First page:8
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024