This article is cited in 10 papers

Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients

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

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

Abstract: Considering the linear-fractional regression problem with errors in independent variables, we construct and study asymptotically optimal estimators for unknown parameters in the case of violation of the classical regression assumptions (the variances of the observations are different and depend on the unknown parameters).

Keywords: nonlinear regression, errors in independent variables, two-step estimation method, asymptoticallynormal estimator, consistency.

UDC: 519.21

Received: 30.05.2006

 English version: Siberian Mathematical Journal, 2006, 47:6, 1128–1153

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