Simex estimator for polynomial errors-in-variables model
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Simex estimator for polynomial errors-in-variables model
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| Creator |
Gontar, O.
Malenko, A. |
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| Description |
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.
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| Date |
2009-11-19T10:11:19Z
2009-11-19T10:11:19Z 2007 |
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| Type |
Article
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| Identifier |
Simex estimator for polynomial errors-in-variables model / O. Gontar, A. Malenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 57-65. — Бібліогр.: 6 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4478 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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