This article is cited in 1 paper

On solutions to the equation for improving additives in regression problems

Yu. Yu. Linke^ab, A. I. Sakhanenko<sup>a

a</sup> Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
^b Novosibirsk State University, Novosibirsk, Russia

Abstract: In this article, we consider the problem of finding a solution to a functional equation which in a special way depends on the distribution of a random variable. Such equations naturally arise in construction of consistent estimates in regression problems in the case when the variances of the main observations depend on underlying unknown parameter and the regression coefficients are determined with random errors. A simple example of a regression problem is demonstrated when the equation under consideration occurs.

Key words: functional equation, regression, errors in independent variables, dependence of variances on parameter, two-step estimation.

UDC: 519.233.5

Received: 01.07.2011

 English version: Siberian Advances in Mathematics, 2012, 22:4, 261–274

Bibliographic databases:

• 
•