Cover Image

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...

Full description

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

Asymptotically independent estimators in a structural linear model with measurement errors
by: O. H. Kukush, et al.
Published: (2016)

Asymptotic normality of element-wise weighted total least squares estimator in a multivariate errors-in-variables model
by: Ya. V. Tsaregorodtsev
Published: (2016)

Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure
by: Kukush, A. G., et al.
Published: (2007)

Corrected T(q)-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors
by: A. V. Savchenko
Published: (2014)

Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors
by: Savchenko, A. V., et al.
Published: (2014)

Asymptotic normality of a projective estimator of an infinite-dimensional parameter of nonlinear regression
by: Kukush, A. G., et al.
Published: (1993)

Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
by: Sen'ko, I. O., et al.
Published: (2012)

On local linear estimation in nonparametric errors-in-variables models
by: Zwanzig, S.
Published: (2007)

The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
by: Gontar, O., et al.
Published: (2008)

Estimation in an implicit multivariate measurement error model with clustering in the regressor
by: Polekha, M.
Published: (2008)

Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters
by: Kukush, A., et al.
Published: (2007)

Interval estimation of the fractional Brownian motion parameter in a model with measurement error
by: O. O. Synyavska
Published: (2016)

Average quadratic error of the estimate of the first order splines in the model of linear regression
by: Petunina , M. Yu., et al.
Published: (1991)

Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors
by: Malenko, A.
Published: (2007)

One asymptotical estimate for sums of independent random values in the Banach space
by: Matsak , I. K., et al.
Published: (2025)

Error Estimate in an Asymptotic Representation of Angular Vibrations of a Projectile Symmetry Axis
by: B. I. Konosevich
Published: (2014)

On an Adaptive Estimator of the Least Contrast in a Model with Nonlinear Functional Relations
by: Kukush, A. G., et al.
Published: (2001)

Simex estimator for polynomial errors-in-variables model
by: Gontar, O., et al.
Published: (2007)

Asymptotic behaviour of the solution of Cauchy’s problem for stochastic equation of parabolic type
by: Dorogovtsev , A. Ya., et al.
Published: (1988)

Asymptotically optimal estimator of the parameter of semi-linear autoregression
by: Ivanenko, D.
Published: (2007)

A goodness-of-fit test for a polynomial errors-in-variables model
by: Cheng, C.-L., et al.
Published: (2004)

Estimation in short-panel data models with bilinear errors
by: A. Lmakri, et al.
Published: (2023)

Linear Independence for ⁽¹⁾₁ by Using ⁽¹⁾₂
by: Primc, Mirko, et al.
Published: (2025)

Asymptotic normality of linear regression parameter estimator in the case of random regressors
by: A. V. Ivanov, et al.
Published: (2016)

Correlogram estimation of response functions of linear systems in scheme of some independent samples
by: I. P. Blazhievska
Published: (2011)

Asymptotic estimates for the solutions of a differential-functional equation with linear delay
by: G. P. Peljukh, et al.
Published: (2019)

Modified orthogonal regression estimator in the quadratic errors-in-variables model
by: Repetatska, G.
Published: (2005)

Asymptotic estimates for the solutions of a differential-functional equation with linear delay
by: Bel’skii, D. V., et al.
Published: (2019)

The errors of the capacitive measurer gap in the hydrogenator
by: A. S. Levytskyi, et al.
Published: (2016)

Errors conversion on transfer functions of measurement and control
by: V. A. Bagatskij, et al.
Published: (2021)

Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors
by: O. V. Ivanov, et al.
Published: (2014)

Well-posedness of the cauchy problem for complete second-order operator-differential equations
by: Shklyar, A. Ya., et al.
Published: (1996)

Correctness of the Cauchy problem for trinomial higher-order operator differential equations
by: Shklyar, A. Ya., et al.
Published: (1993)

Mutual spectrum of commutating conjugate operators and correctness and stability criteria for differential-operator equations
by: Shklyar , A. Ya., et al.
Published: (1991)

Estimate of error of an approximated solution by the method of moments of an operator equation
by: Gorbachuk, M. L., et al.
Published: (1996)

Correction of errors of the measuring channel average active power
by: D. P. Ornatskyi, et al.
Published: (2022)

Estimation of the Rounding Error of the Algorithm for Calculating the Estimate of the Spectral Density
by: Коломис, Олена Миколаївна
Published: (2019)

Estimation of the Rounding Error of the Algorithm for Calculating the Estimate of the Spectral Density
by: O. M. Kolomys
Published: (2019)

On the Effect of Measurement Errors on the Interpretation of Laser Experimental Results
by: V. M. Starkov, et al.
Published: (2019)

Linear independence of the Morse functions on varieties
by: Asvad, Kh., et al.
Published: (1990)