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...
Збережено в:
| Дата: | 2007 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4478 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4478 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-44782009-11-20T12:00:56Z Simex estimator for polynomial errors-in-variables model Gontar, O. Malenko, A. 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. 2007 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Gontar, O. Malenko, A. |
| spellingShingle |
Gontar, O. Malenko, A. Simex estimator for polynomial errors-in-variables model |
| author_facet |
Gontar, O. Malenko, A. |
| author_sort |
Gontar, O. |
| title |
Simex estimator for polynomial errors-in-variables model |
| title_short |
Simex estimator for polynomial errors-in-variables model |
| title_full |
Simex estimator for polynomial errors-in-variables model |
| title_fullStr |
Simex estimator for polynomial errors-in-variables model |
| title_full_unstemmed |
Simex estimator for polynomial errors-in-variables model |
| title_sort |
simex estimator for polynomial errors-in-variables model |
| publisher |
Інститут математики НАН України |
| publishDate |
2007 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4478 |
| citation_txt |
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. |
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AT gontaro simexestimatorforpolynomialerrorsinvariablesmodel AT malenkoa simexestimatorforpolynomialerrorsinvariablesmodel |
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2023-03-24T08:30:19Z |
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2023-03-24T08:30:19Z |
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