The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors

• Datum: 2008
• Hauptverfasser: Gontar, O., Kuchenhoff, H.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2008
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4534
• 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.

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...