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Moment and Rank Estimation in Structural Errors-in-variable Models

並列摘要


This paper considers structural errors-in-variable regression models with replicated observations. Some classical estimators, for example, least squares estimators are not consistent in general under such models. Modifying moment estimation and rank estimation, some estimators in linear structural errors-in-variable models have been constructed. For these estimators, strong convergence properties and asymptotical normality have been obtained.

參考文獻


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Kiffer, J.,Wolfowitz, J.(1956).Consistency of the maximum likelihood estimator in the presence of infinitely many nuisance parameters.Ann. Math. Statist..27,887-906.
Kim, H. M.,Saleh, A. K. Md. E.(2005).Improved estimation of regression parameters in measurment error models.(Publish Ann. Math. Statist.).

被引用紀錄


邵茗煜(2008)。以類型化內容編輯實現XML結構於數位出版之研究〔碩士論文,國立臺中科技大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0061-1811200915323699

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