|
The expansion of a simex estimator
in the nonlinear errors-in-variables
model with small measurement errors
Olena Gontar, Helmut Küchenhoff 47, Lomonosov Str., Kyiv, Ukraine
Abstract:
The nonlinear structural errors-in-variables model is investigated. We consider a
Simex estimator with polynomial extrapolation function. The expansion of a Simex
estimator is based on the asymptotic expansion of a naive estimator for small measurement errors. It is shown that the Simex estimator has an asymptotic deviation
from a true value of the unknown parameter which is negligible compared with a measurement error variance, while the deviation of the naive estimator is proportional
to the measurement error variance.
Citation:
Olena Gontar, Helmut Küchenhoff, “The expansion of a simex estimator
in the nonlinear errors-in-variables
model with small measurement errors”, Theory Stoch. Process., 14(30):1 (2008), 39–48
Linking options:
https://www.mathnet.ru/eng/thsp127 https://www.mathnet.ru/eng/thsp/v14/i1/p39
|
Statistics & downloads: |
Abstract page: | 82 | Full-text PDF : | 32 | References: | 18 |
|