Simex estimator for polynomial errors-in-variables model

• Date: 2007
• Main Authors: Gontar, O., Malenko, A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2007
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4478
• 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.

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...