Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters

• Datum: 2007
• Hauptverfasser: Kukush, A., Malenko, A., Schneeweiss, H.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2007
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4514
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters / A. Kukush, A. Malenko, H. Schneeweiss // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 69–81. — Бібліогр.: 11 назв.— англ.

We consider a regression of y on x given by a pair of mean and variance functions with a parameter vector θ to be estimated that also appears in the distribution of the regressor variable x. The estimation of θ is based on an extended quasi score (QS) function. Of special interest is the case where...