The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
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 ha...
Збережено в:
| Дата: | 2008 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4534 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Резюме: | 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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