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Sibirskii Matematicheskii Zhurnal, 2006, Volume 47, Number 6, Pages 1372–1400 (Mi smj940)  
This article is cited in 10 scientific papers (total in 10 papers)

Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients

A. I. Sakhanenkoa, Yu. Yu. Linkeb

a Ugra State University
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (357 kB) Citations (10)
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Abstract: Considering the linear-fractional regression problem with errors in independent variables, we construct and study asymptotically optimal estimators for unknown parameters in the case of violation of the classical regression assumptions (the variances of the observations are different and depend on the unknown parameters).
Keywords: nonlinear regression, errors in independent variables, two-step estimation method, asymptoticallynormal estimator, consistency.
Received: 30.05.2006
English version:
Siberian Mathematical Journal, 2006, Volume 47, Issue 6, Pages 1128–1153
DOI: https://doi.org/10.1007/s11202-006-0120-8
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. I. Sakhanenko, Yu. Yu. Linke, “Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients”, Sibirsk. Mat. Zh., 47:6 (2006), 1372–1400; Siberian Math. J., 47:6 (2006), 1128–1153
Citation in format AMSBIB
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    • This publication is cited in the following 10 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
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