Add to ORKGWe study a nonlinear measurement model where the response variable has a density belonging to the exponential family. We consider 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 estimator is more efficient than the CS one. The polynomial and Poisson regression models are studied in more detail
summary:Real valued $M$-estimators $\hat{\theta }_n:=\min \sum _1^n\rho (Y_i-\tau (\theta ))$ in a s...
AbstractAsymptotic expansions of the distributions of the pivotal statistics involving log-likelihoo...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We study a nonlinear measurement model where the response vari-able has a density belonging to the e...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
For polynomial errors-in-variables model, the Simex estimator is constructed in such way that it is ...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We consider a regression of y on x given by a pair of mean and variance functions with a parameter v...
summary:Unknown parameters of the covariance matrix (variance components) of the observation vector ...
AbstractFor the simple linear model Y=θ1+βx+ϵ where the error vector follows the elliptically contou...
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationar...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
This paper analyzes the properties of a class of estimators, tests, and confidence sets (CS’s) when t...
We study a linear index binary response model with random coefficients BB allowed to be correlated w...
AbstractIn modeling of an economic system, there may occur some stochastic constraints, that can cau...
summary:Real valued $M$-estimators $\hat{\theta }_n:=\min \sum _1^n\rho (Y_i-\tau (\theta ))$ in a s...
AbstractAsymptotic expansions of the distributions of the pivotal statistics involving log-likelihoo...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We study a nonlinear measurement model where the response vari-able has a density belonging to the e...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
For polynomial errors-in-variables model, the Simex estimator is constructed in such way that it is ...
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error mod...
We consider a regression of y on x given by a pair of mean and variance functions with a parameter v...
summary:Unknown parameters of the covariance matrix (variance components) of the observation vector ...
AbstractFor the simple linear model Y=θ1+βx+ϵ where the error vector follows the elliptically contou...
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationar...
We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The...
This paper analyzes the properties of a class of estimators, tests, and confidence sets (CS’s) when t...
We study a linear index binary response model with random coefficients BB allowed to be correlated w...
AbstractIn modeling of an economic system, there may occur some stochastic constraints, that can cau...
summary:Real valued $M$-estimators $\hat{\theta }_n:=\min \sum _1^n\rho (Y_i-\tau (\theta ))$ in a s...
AbstractAsymptotic expansions of the distributions of the pivotal statistics involving log-likelihoo...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...