The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
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| Creator |
Gontar, O.
Kuchenhoff, H. |
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| Description |
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.
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| Date |
2009-11-25T11:02:19Z
2009-11-25T11:02:19Z 2008 |
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| Type |
Article
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| Identifier |
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors / O. Gontar, H. Kuchenhoff // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 39–48. — Бібліогр.: 6 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4534 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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