Asymptotically independent estimators in a structural linear model with measurement errors

• Дата: 2016
• Автори: Kukush, A. G., Tsaregorodtsev, Ya. V., Shklyar, S. V., Кукуш, О. Г., Царегородцев, Я. В., Шкляр, С. В.
• Формат: Стаття
• Мова: Українська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2016
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/1937
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...