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Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters
We consider a regression of y on x given by a pair of mean and variance functions with a parameter vector θ to be estimated that also appears in the distribution of the regressor variable x. The estimation of θ is based on an extended quasi score (QS) function. Of special interest is the case where...
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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/123456789/4514 |
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