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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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Bibliographic Details
Main Authors: Kukush, A., Malenko, A., Schneeweiss, H.
Format: Article
Language:English
Published: Інститут математики НАН України 2007
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4514
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