Restricted estimation in multivariate measurement error regression model
نویسندگان
چکیده
منابع مشابه
Restricted regression estimation in measurement error models
The problem of consistent estimation of the regression coefficients when some prior information about the regression coefficients is available is considered. Such prior information is expressed in the form of exact linear restrictions. The knowledge of covariance matrix of measurement errors that is associated with explanatory variables is used to construct the consistent estimators. Some consi...
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Estimation in autoregressive model with measurement error
Consider an autoregressive model with measurement error: we observe Zi = Xi + εi, where Xi is a stationary solution of the autoregressive equation Xi = fθ0(Xi−1) + ξi. The regression function fθ0 is known up to a finite dimensional parameter θ. The distributions of X0 and ξ1 are unknown whereas the distribution of ε0 is completely known. We want to estimate the parameter θ by using the observat...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2011
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2010.09.004