Estimation of the Quadratic Errors in Variables Model
Copyright policy )Estimation of the Quadratic Errors in Variables Model
The authors have constructed an estimator of the coefficient vector \(\beta\) in the quadratic functional model with errors \((e_ t,u_ t)\) that are independent normal random variables with zero mean and known covariance matrix. The asymptotic properties of the estimator have been studied. Small-sample behaviour of the estimator \({\hat \beta}\) has been investigated using Monte Carlo method. The results are summarized with the help of two tables. An example from the earth sciences has been analysed.
- Iowa State University United States
functional relationship, Asymptotic distribution theory in statistics, asymptotic normality, quadratic errors-in-variables model, polynomial model, Monte Carlo methods, Small-sample behaviour, Linear inference, regression, example, earth sciences, General nonlinear regression, measurement error
functional relationship, Asymptotic distribution theory in statistics, asymptotic normality, quadratic errors-in-variables model, polynomial model, Monte Carlo methods, Small-sample behaviour, Linear inference, regression, example, earth sciences, General nonlinear regression, measurement error
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