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Simex estimator for polynomial errors-in-variables model
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 p...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4478 |
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| Summary: | 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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