Correction of nonlinear orthogonal regression estimator

• Дата: 2004
• Автори: Fazekas, L., Kukush, A. G., Zwanzig, S., Фазекас, Л., Кукуш, О. Г., Цванциг, С.
• Формат: Стаття
• Мова: Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2004
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/3825
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

For any nonlinear regression function, it is shown that the orthogonal regression procedure delivers an inconsistent estimator. A new technical approach to the proof of inconsistency based on the implicit-function theorem is presented. For small measurement errors, the leading term of the asymptotic...