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...
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| Date: | 2007 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4478 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862628978681970688 |
|---|---|
| author | Gontar, O. Malenko, A. |
| author_facet | Gontar, O. Malenko, A. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-11-30T09:12:47Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4478 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-30T09:12:47Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Gontar, O. Malenko, A. 2009-11-19T10:11:19Z 2009-11-19T10:11:19Z 2007 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 https://nasplib.isofts.kiev.ua/handle/123456789/4478 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. en Інститут математики НАН України Simex estimator for polynomial errors-in-variables model Article published earlier |
| spellingShingle | Simex estimator for polynomial errors-in-variables model Gontar, O. Malenko, A. |
| title | 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_short | Simex estimator for polynomial errors-in-variables model |
| title_sort | simex estimator for polynomial errors-in-variables model |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4478 |
| work_keys_str_mv | AT gontaro simexestimatorforpolynomialerrorsinvariablesmodel AT malenkoa simexestimatorforpolynomialerrorsinvariablesmodel |