The expansion of a simex estimator in the nonlinear errors-in-variables model with small measurement errors

Olena Gontar, Helmut Küchenhoff

47, Lomonosov Str., Kyiv, Ukraine

Abstract: The nonlinear structural errors-in-variables model is investigated. We consider a Simex estimator with polynomial extrapolation function. The expansion of a Simex estimator is based on the asymptotic expansion of a naive estimator for small measurement errors. It is shown that the Simex estimator has an asymptotic deviation from a true value of the unknown parameter which is negligible compared with a measurement error variance, while the deviation of the naive estimator is proportional to the measurement error variance.

MSC: 62J02, 62F10, 62F12

Language: English

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