Estimation of Nonlinear Errors-in-Variables Models

作者：Kirk Marcus Wolter, Wayne Arthur Fuller · 发表于：The Annals of Statistics · 年份：1982 · DOI：10.1214/aos/1176345794 · 被引用次数：93 · 研究领域：Advanced Statistical Methods and Models、Statistical Methods and Bayesian Inference、Statistical Methods and Inference

An estimation procedure is presented for the coefficients of the nonlinear functional relation, where observations are subject to measurement error. The distributional properties of the estimators are derived, and a consistent estimator of the covariance matrix is given. In deriving the results it is assumed that the covariance matrix of the observational errors is known and that this covariance matrix is $o(n^{-1/3})$, where $n$ is the index of the sequence of estimators.