Asymptotically independent estimators in a structural linear model with measurement errors

We consider a structural linear regression model with measurement errors. A new parameterization is proposed, in which the expectation of the response variable plays the role of a new parameter instead of the intercept. This enables us to form three groups of asymptotically independent estimators in...

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Bibliographic Details
Date:2016
Main Authors: Kukush, A. G., Tsaregorodtsev, Ya. V., Shklyar, S. V., Кукуш, О. Г., Царегородцев, Я. В., Шкляр, С. В.
Format: Article
Language:Ukrainian
Published: Institute of Mathematics, NAS of Ukraine 2016
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/1937
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal