The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
The nonlinear structural errors-in-variables model is investigated. We consider a Simex estimator with polynomial extrapolation function. The expansion of a Simex estimator is based on the asymptotic expansion of a naive estimator for small measurement errors. It is shown that the Simex estimator ha...
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| Datum: | 2008 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2008
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4534 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors / O. Gontar, H. Kuchenhoff // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 39–48. — Бібліогр.: 6 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862593463276535808 |
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| author | Gontar, O. Kuchenhoff, H. |
| author_facet | Gontar, O. Kuchenhoff, H. |
| citation_txt | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors / O. Gontar, H. Kuchenhoff // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 39–48. — Бібліогр.: 6 назв.— англ. |
| collection | DSpace DC |
| description | The nonlinear structural errors-in-variables model is investigated. We consider a Simex estimator with polynomial extrapolation function. The expansion of a Simex estimator is based on the asymptotic expansion of a naive estimator for small measurement errors. It is shown that the Simex estimator has an asymptotic deviation from a true value of the unknown parameter which is negligible compared with a measurement error variance, while the deviation of the naive estimator is proportional to the measurement error variance.
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| first_indexed | 2025-11-27T09:58:09Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4534 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-27T09:58:09Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Gontar, O. Kuchenhoff, H. 2009-11-25T11:02:19Z 2009-11-25T11:02:19Z 2008 The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors / O. Gontar, H. Kuchenhoff // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 39–48. — Бібліогр.: 6 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4534 519.21 The nonlinear structural errors-in-variables model is investigated. We consider a Simex estimator with polynomial extrapolation function. The expansion of a Simex estimator is based on the asymptotic expansion of a naive estimator for small measurement errors. It is shown that the Simex estimator has an asymptotic deviation from a true value of the unknown parameter which is negligible compared with a measurement error variance, while the deviation of the naive estimator is proportional to the measurement error variance. We would like to thank Prof. A. Kukush for the helpful and fruitful discussions of the Simex expansion and the proofs of theorems, as well as for his valuable comments. en Інститут математики НАН України The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors Article published earlier |
| spellingShingle | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors Gontar, O. Kuchenhoff, H. |
| title | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_full | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_fullStr | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_full_unstemmed | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_short | The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| title_sort | expansion of a simex estimator in the nonlinear errors-in-variables model with small measurement errors |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4534 |
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