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...
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| Видавець: | Інститут математики НАН України |
|---|---|
| Дата: | 2008 |
| 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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| 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4534 |
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dspace |
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irk-123456789-45342009-11-26T12:00:41Z The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors Gontar, O. Kuchenhoff, H. 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. 2008 Article 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. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4534 519.21 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
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. |
| format |
Article |
| author |
Gontar, O. Kuchenhoff, H. |
| spellingShingle |
Gontar, O. Kuchenhoff, H. The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| author_facet |
Gontar, O. Kuchenhoff, H. |
| author_sort |
Gontar, O. |
| title |
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_short |
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_full |
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_fullStr |
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_full_unstemmed |
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_sort |
expansion of a simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| publisher |
Інститут математики НАН України |
| publishDate |
2008 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4534 |
| citation_txt |
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. |
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2023-03-24T08:30:36Z |
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2023-03-24T08:30:36Z |
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