The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors

Домашня сторінка
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Фізико-технічні та математичні науки
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Відділення математики
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Theory of Stochastic Processes
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Theory of Stochastic Processes, 2008 (Volume 14 (30))
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Theory of Stochastic Processes, 2008, № 1
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dc.contributor.author	Gontar, O.
dc.contributor.author	Kuchenhoff, H.
dc.date.accessioned	2009-11-25T11:02:19Z
dc.date.available	2009-11-25T11:02:19Z
dc.date.issued	2008
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4534
dc.description.abstract	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.	en_US
dc.description.sponsorship	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.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21