Correction of nonlinear orthogonal regression estimator

• Date: 2004
• Main Authors: Fazekas, L., Kukush, A. G., Zwanzig, S., Фазекас, Л., Кукуш, О. Г., Цванциг, С.
• Format: Article
• Language: English
• Published: Institute of Mathematics, NAS of Ukraine 2004
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3825
• Journal Title: 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...