Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors

dc.contributor.author	Malenko, A.
dc.date.accessioned	2009-11-19T10:15:44Z
dc.date.available	2009-11-19T10:15:44Z
dc.date.issued	2007
dc.identifier.citation	Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors / A. Malenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 122-131. — Бібліогр.: 4 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4483
dc.description.abstract	We study a nonlinear measurement model where the response variable has a density belonging to the exponential family. We consider two consistent estimators: Corrected Score (CS) and Quasi Score (QS) ones. Their relative efficiency is compared with respect to asymptotic covariance matrices. We derive expansions of these matrices for small error variances. It is shown that the QS estimator is more efficient than the CS one. The polynomial and Poisson regression models are studied in more detail.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US