|
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
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.
Citation:
Olena Gontar, Andrii Malenko, “Simex estimator for polynomial
errors-in-variables model”, Theory Stoch. Process., 13(29):1 (2007), 57–65
Linking options:
https://www.mathnet.ru/eng/thsp184 https://www.mathnet.ru/eng/thsp/v13/i1/p57
|
Statistics & downloads: |
Abstract page: | 58 | Full-text PDF : | 38 | References: | 18 |
|