Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find






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


Theory of Stochastic Processes, 2007, Volume 13(29), Issue 1, Pages 57–65 (Mi thsp184)  

Simex estimator for polynomial errors-in-variables model

Olena Gontar, Andrii Malenko

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine
References:
Abstract: For polynomial errors-in-variables model, the Simex estimator is constructed in such way that it is consistent, as the samples size grows and the size of auxiliary sample is fixed. Then the estimator is modified in such a way that it shows good results for small samples without losing its asymptotic properties for large samples. Simulation studies corroborate the theoretical findings.
Keywords: Simex estimator, errors-in-variables models, Hermite polynomials.
Bibliographic databases:
Document Type: Article
MSC: 62J02, 62F12, 62-07
Language: English
Citation: Olena Gontar, Andrii Malenko, “Simex estimator for polynomial errors-in-variables model”, Theory Stoch. Process., 13(29):1 (2007), 57–65
Citation in format AMSBIB
\Bibitem{GonMal07}
\by Olena~Gontar, Andrii~Malenko
\paper Simex estimator for polynomial
errors-in-variables model
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 1
\pages 57--65
\mathnet{http://mi.mathnet.ru/thsp184}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2343810}
\zmath{https://zbmath.org/?q=an:1153.62051}
Linking options:
  • https://www.mathnet.ru/eng/thsp184
  • https://www.mathnet.ru/eng/thsp/v13/i1/p57
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:58
    Full-text PDF :38
    References:18
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024