We study a nonlinear measurement model where the response vari-able has a density belonging to the exponential family. We con-sider 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 estima-tor is more efficient than the CS one. The polynomial and Poisson regression models are studied in more detail. 1
AbstractWe consider a Poisson model, where the mean depends on certain covariates in a log-linear wa...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estima-tor in a nonlinear measurement error mo...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We consider a Poisson model, where the mean depends on certain covariates in a log-linear way with u...
AbstractWe consider a Poisson model, where the mean depends on certain covariates in a log-linear wa...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estima-tor in a nonlinear measurement error mo...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We consider a Poisson model, where the mean depends on certain covariates in a log-linear way with u...
AbstractWe consider a Poisson model, where the mean depends on certain covariates in a log-linear wa...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
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