Estimation in the nonlinear errors-in-variables model - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Comptes Rendus de l'Académie des Sciences - Series I - Mathematics Année : 1998

Estimation in the nonlinear errors-in-variables model

Résumé

In the nonlinear structural errors-in-variables model we propose a consistent estimator of the unknown parameter, using a modified least squares criterion. Its rate of convergence strongly related to the regularity of the regression function, is generally slower than the parametric rate of convergence n−1/2. Nevertheless, it is of order (log n)r/√n, r > 0, for some analytic regression functions.

Dates et versions

hal-04432387 , version 1 (01-02-2024)

Identifiants

Citer

Marie-Luce Taupin. Estimation in the nonlinear errors-in-variables model. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 1998, 326 (7), pp.885-890. ⟨10.1016/S0764-4442(98)80055-4⟩. ⟨hal-04432387⟩
11 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More