Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors
We study a nonlinear measurement model where the response variable has a density belonging to the exponential family. We consider two consistent estimators: Corrected Score (CS) and Quasi Score (QS) ones. Their relative efficiency is compared with respect to asymptotic covariance matrices. We derive...
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| Date: | 2007 |
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| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2007
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4483 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors / A. Malenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 122-131. — Бібліогр.: 4 назв.— англ. |
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Malenko, A. 2009-11-19T10:15:44Z 2009-11-19T10:15:44Z 2007 Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors / A. Malenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 122-131. — Бібліогр.: 4 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4483 We study a nonlinear measurement model where the response variable has a density belonging to the exponential family. We consider two consistent estimators: Corrected Score (CS) and Quasi Score (QS) ones. Their relative efficiency is compared with respect to asymptotic covariance matrices. We derive expansions of these matrices for small error variances. It is shown that the QS estimator is more efficient than the CS one. The polynomial and Poisson regression models are studied in more detail. en Інститут математики НАН України Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors |
| spellingShingle |
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors Malenko, A. |
| title_short |
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors |
| title_full |
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors |
| title_fullStr |
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors |
| title_full_unstemmed |
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors |
| title_sort |
efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors |
| author |
Malenko, A. |
| author_facet |
Malenko, A. |
| publishDate |
2007 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| description |
We study a nonlinear measurement model where the response variable has a density belonging to the exponential family. We consider two consistent estimators: Corrected Score (CS) and Quasi Score (QS) ones. Their relative efficiency is compared with respect to asymptotic covariance matrices. We derive expansions of these matrices for small error variances. It is shown that the QS estimator is more efficient than the CS one. The polynomial and Poisson regression models are studied in more detail.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4483 |
| citation_txt |
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors / A. Malenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 122-131. — Бібліогр.: 4 назв.— англ. |
| work_keys_str_mv |
AT malenkoa efficiencycomparisonoftwoconsistentestimatorsinnonlinearregressionmodelwithsmallmeasurementerrors |
| first_indexed |
2025-11-29T00:53:00Z |
| last_indexed |
2025-11-29T00:53:00Z |
| _version_ |
1850854334071308288 |