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Estimation of the quadratic errors-in-variables model. (English) Zbl 0555.62056
The authors have constructed an estimator of the coefficient vector \(\beta\) in the quadratic functional model with errors \((e_ t,u_ t)\) that are independent normal random variables with zero mean and known covariance matrix. The asymptotic properties of the estimator have been studied.
Small-sample behaviour of the estimator \({\hat \beta}\) has been investigated using Monte Carlo method. The results are summarized with the help of two tables. An example from the earth sciences has been analysed.
Reviewer: U.P.Singh

62J02 General nonlinear regression
62J99 Linear inference, regression
62E20 Asymptotic distribution theory in statistics
65C05 Monte Carlo methods