an:03885144
Zbl 0555.62056
Wolter, Kirk M.; Fuller, Wayne A.
Estimation of the quadratic errors-in-variables model
EN
Biometrika 69, 175-182 (1982).
00146851
1982
j
62J02 62J99 62E20 65C05
quadratic errors-in-variables model; functional relationship; measurement error; polynomial model; asymptotic normality; Small-sample behaviour; example; earth sciences
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.
U.P.Singh