Estimation of Nonlinear Errors-in-Variables Models
Wolter, Kirk M. ; Fuller, Wayne A.
Ann. Statist., Tome 10 (1982) no. 1, p. 539-548 / Harvested from Project Euclid
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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.
Publié le : 1982-06-14
Classification:  Errors-in-variables,  nonlinear models,  asymptotically normally distributed,  measurement errors,  functional relationship,  62J05,  62H25 
@article{1176345794,
     author = {Wolter, Kirk M. and Fuller, Wayne A.},
     title = {Estimation of Nonlinear Errors-in-Variables Models},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 539-548},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345794}
}

Wolter, Kirk M.; Fuller, Wayne A. Estimation of Nonlinear Errors-in-Variables Models. Ann. Statist., Tome 10 (1982) no. 1, pp.  539-548. http://gdmltest.u-ga.fr/item/1176345794/