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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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Bibliographic Details
Date:	2007
Main Author:	Malenko, A.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2007
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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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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