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The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
Репозиторій DSpace/Manakin
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The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors
УДК:
519.21
Посилання:
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors / O. Gontar, H. Kuchenhoff // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 39–48. — Бібліогр.: 6 назв.— англ.
Підтримка:
We would like to thank Prof. A. Kukush for the helpful and fruitful discussions of the Simex expansion and the proofs of theorems, as well as for his valuable comments.
Дата:
2008
Переглядів:
1011
Завантажень:
662
Анотація:
The nonlinear structural errors-in-variables model is investigated. We consider a Simex estimator with polynomial extrapolation function. The expansion of a Simex estimator is based on the asymptotic expansion of a naive estimator for small measurement errors. It is shown that the Simex estimator has an asymptotic deviation from a true value of the unknown parameter which is negligible compared with a measurement error variance, while the deviation of the naive estimator is proportional to the measurement error variance.
