Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Theory of Stochastic Processes, 2010, Volume 16(32), Issue 2, Pages 126–131 (Mi thsp81)  
New functional estimator in quadratic errors-in-variables model

Elena Usoltsevaa, Alexander Kukushb

a Radiophysical Department, Kiev Taras Shevchenko University, Volodymyrska str. 64, 01601 Kiev, Ukraine
b Department of Mathematics, Kiev Taras Shevchenko University, Volodymyrska str. 64, 01601 Kiev, Ukraine
Full-text PDF (150 kB)
References:
PDF
HTML
Abstract: A quadratic structural errors-in-variables model is considered. Functional estimators that are generated by estimating the functions conditionally unbiased given the latent variable are studied. Those estimators are constructed without the knowledge of the latent variable distribution. A problem is studied how to construct an estimator from the class which has the smallest, in certain sense, asymptotic covariance matrix.
Keywords: Asymptotic covariance matrix, efficient estimator, functional estimator, quadratic errors-in-variables model.
Funding agency Grant number
Swedish Institute SI-01424/2007
Both authors are supported by the Swedish Institute grant SI-01424/2007.
Bibliographic databases:
Document Type: Article
MSC: 62J05, 62F12
Language: English
Citation: Elena Usoltseva, Alexander Kukush, “New functional estimator in quadratic errors-in-variables model”, Theory Stoch. Process., 16(32):2 (2010), 126–131
Citation in format AMSBIB
\Bibitem{UsoKuk10}
\by Elena Usoltseva, Alexander Kukush
\paper New functional estimator in quadratic errors-in-variables model
\jour Theory Stoch. Process.
\yr 2010
\vol 16(32)
\issue 2
\pages 126--131
\mathnet{http://mi.mathnet.ru/thsp81}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2779991}
\zmath{https://zbmath.org/?q=an:1248.62032}
Linking options:
  • https://www.mathnet.ru/eng/thsp81
  • https://www.mathnet.ru/eng/thsp/v16/i2/p126
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:186
    Full-text PDF :58
    References:39
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2026